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~person:"Barberis, Nicholas"
~person:"Kyle, Albert S."
~person:"Obizhaeva, Anna A."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
~subject:"Kapitaleinkommen"
~subject:"Signalling"
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Kapitaleinkommen
Signalling
Handelsvolumen der Börse
40
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Barberis, Nicholas
Kyle, Albert S.
Obizhaeva, Anna A.
Pástor, Ľuboš
Stein, Jeremy C.
Subrahmanyam, Avanidhar
11
Chordia, Tarun
7
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ECONIS (ZBW)
12
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1
Extrapolation and Bubbles
Barberis, Nicholas
-
2016
be accompanied by high
trading
volume
, and that volume increases with past asset returns. We present empirical evidence …
Persistent link: https://www.econbiz.de/10012999974
Saved in:
2
Extrapolation and Bubbles
Barberis, Nicholas
-
2016
be accompanied by high
trading
volume
, and that volume increases with past asset returns. We present empirical evidence …
Persistent link: https://www.econbiz.de/10012456729
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
Extrapolation and bubbles
Barberis, Nicholas
;
Greenwood, Robin
;
Jin, Lawrence
; …
-
2016
Persistent link: https://www.econbiz.de/10011435945
Saved in:
5
Forecasting Crashes :
Trading
Volume
, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2010
pronounced in stocks that have experienced: 1) an increase in
trading
volume
relative to trend over the prior six months; and 2 …
Persistent link: https://www.econbiz.de/10012763325
Saved in:
6
Bad News Travels Slowly : Size, Analyst Coverage and the Profitability of Momentum Strategies
Hong, Harrison G.
-
2008
A number of theories have been proposed to explain the medium-term momentum in stock returns identified by Jegadeesh and Titman (1993). We test one such theory--based on the gradual-information-diffusion model of Hong and Stein (1997)--and establish three key results. First, once one moves past...
Persistent link: https://www.econbiz.de/10012774896
Saved in:
7
Forecasting crashes :
trading
volume
, past returns and conditional skewness in stock prices
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
-
2000
Persistent link: https://www.econbiz.de/10001474371
Saved in:
8
Forecasting Crashes :
Trading
Volume
, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2000
pronounced in stocks that have experienced: 1) an increase in
trading
volume
relative to trend over the prior six months; and 2 …
Persistent link: https://www.econbiz.de/10012471074
Saved in:
9
Bad News Travels Slowly : Size, Analyst Coverage and the Profitability of Momentum Strategies
Hong, Harrison
-
1998
A number of theories have been proposed to explain the medium-term momentum in stock returns identified by Jegadeesh and Titman (1993). We test one such theory--based on the gradual-information-diffusion model of Hong and Stein (1997)--and establish three key results. First, once one moves past...
Persistent link: https://www.econbiz.de/10012472255
Saved in:
10
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:
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