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~person:"Peterson, David R."
~subject:"Finanzanalyse"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
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Finanzanalyse
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Capital income
15
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10
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7
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7
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5
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Peterson, David R.
Gupta, Rangan
47
Wohar, Mark E.
26
Timmermann, Allan
22
Titman, Sheridan
21
Harvey, Campbell R.
17
Lee, Bong-soo
17
Bali, Turan G.
16
Campbell, John Y.
16
Zhou, Guofu
16
Bouri, Elie
15
Fama, Eugene F.
15
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15
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15
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14
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13
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13
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13
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13
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13
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12
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12
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12
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12
Chordia, Tarun
12
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12
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12
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12
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12
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12
Subrahmanyam, Avanidhar
12
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12
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11
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11
Da, Zhi
11
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11
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11
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11
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11
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10
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Journal of banking & finance
2
Quarterly journal of business and economics : QJBE
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of futures markets
2
Journal of economics and finance
1
The journal of corporate finance : contracting, governance and organization
1
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ECONIS (ZBW)
12
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1
Earnings conference calls and stock returns : the incremental informativeness of textual tone
Price, S. McKay
;
Doran, James S.
;
Peterson, David R.
; …
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 992-1011
Persistent link: https://www.econbiz.de/10009557848
Saved in:
2
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
Diavatopoulos, Dean
;
Doran, James S.
;
Fodor, Andy
; …
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 786-802
Persistent link: https://www.econbiz.de/10009540475
Saved in:
3
Asymmetric pricing of implied systematic volatility in the cross-section of expected returns
Delisle, R. Jared
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 34-54
Persistent link: https://www.econbiz.de/10008908412
Saved in:
4
Intended use of proceeds and the long-run performance of seasoned equity issuers
Autore, Don M.
;
Bray, David E.
;
Peterson, David R.
- In:
The journal of corporate finance : contracting, …
15
(
2009
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10003854194
Saved in:
5
The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
Saved in:
6
The significance of serial cross-correlations after controlling for a specific factor structure in security returns
Higgins, Eric James
;
Peterson, David R.
- In:
Quarterly journal of business and economics : QJBE
40
(
2001
)
3/4
,
pp. 117-139
Persistent link: https://www.econbiz.de/10001764366
Saved in:
7
The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns : a comparative study
Higgins, Eric James
- In:
Quarterly journal of business and economics : QJBE
37
(
1998
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10001242428
Saved in:
8
Causes of cross-autocorrelation in security returns : transaction costs versus information quality
Richardson, Terry L.
- In:
Journal of economics and finance
21
(
1997
)
3
,
pp. 29-39
Persistent link: https://www.econbiz.de/10001249956
Saved in:
9
Stock returns following large one-day declines : evidence on short-term reversals and longer-term performance
Cox, Don R.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 255-267
Persistent link: https://www.econbiz.de/10001169027
Saved in:
10
Seasonality in the option market
Dickinson, Amy
- In:
The financial review : the official publication of the …
24
(
1989
)
4
,
pp. 529-540
Persistent link: https://www.econbiz.de/10001103534
Saved in:
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