Profitable predictability in the cross section of stock returns
Year of publication: |
2005
|
---|---|
Authors: | Douglas Hanna, J. ; Ready, Mark J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 78.2005, 3, p. 463-505
|
Subject: | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory |
-
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid, (2021)
-
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N., (2023)
-
Essays on the pricing, hedging and informational content of options
Horn, David, (2011)
- More ...
-
Management communications with securities analysts
Francis, Jennifer, (1997)
-
Management communications with securities analysts
Francis, Jennifer, (1997)
-
Credit ratings and stock liability
Odders-White, Elizabeth R., (2006)
- More ...