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Order imbalance, liquidity, and market returns
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008
Persistent link: https://www.econbiz.de/10003650440
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Evidence on the speed of convergence to market efficiency
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 117-148). 2008
Persistent link: https://www.econbiz.de/10003650510
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Tests of mean-variance spanning
Kan, Raymond; Zhou, Guofu - In: Annals of economics and finance 13 (2012) 1, pp. 139-187
Persistent link: https://www.econbiz.de/10009558304
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Investment horizon and the cross section of expected returns : evidence from the Tokyo Stock Exchange
Chou, Pin-huang; Hsu, Yuan-lin; Zhou, Guofu - In: Annals of economics and finance 1 (2000) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10001731829
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What determines expected international asset returns?
Harvey, Campbell R.; Solnik, Bruno; Zhou, Guofu - In: Annals of economics and finance 3 (2002) 2, pp. 249-298
Persistent link: https://www.econbiz.de/10001731925