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~person:"Barberis, Nicholas"
~person:"Kyle, Albert S."
~person:"Li, Dan"
~person:"Obizhaeva, Anna A."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~type_genre:"Article in journal"
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Handelsvolumen der Börse
8
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8
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Barberis, Nicholas
Kyle, Albert S.
Li, Dan
Obizhaeva, Anna A.
Pástor, Ľuboš
Stein, Jeremy C.
Subrahmanyam, Avanidhar
18
Ryu, Doojin
11
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10
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10
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7
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5
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Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
8
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1
Whose disagreement matters? : household belief dispersion and stock
trading
volume
Li, Dan
;
Li, Geng
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1859-1900
Persistent link: https://www.econbiz.de/10012694412
Saved in:
2
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
3
Extrapolation and bubbles
Barberis, Nicholas
;
Greenwood, Robin
;
Jin, Lawrence
; …
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10011982207
Saved in:
4
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
5
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
6
Disagreement and the stock market
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
The journal of economic perspectives : EP ; a journal …
21
(
2007
)
2
,
pp. 109-128
Persistent link: https://www.econbiz.de/10003496093
Saved in:
7
Forecasting crashes:
trading
volume
, past returns, and conditional skewness in stock prices
Cheng, Zhenyi
;
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
Journal of financial economics
61
(
2001
)
3
,
pp. 345-381
Persistent link: https://www.econbiz.de/10001596508
Saved in:
8
Bad news travels slowly : size, analyst coverage, and the profitability of momentum strategies
Hong, Harrison G.
;
Lim, Terence
;
Stein, Jeremy C.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 265-295
Persistent link: https://www.econbiz.de/10001496992
Saved in:
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