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Corporate governance through the proxy contest : evidence and implications
Ikenberry, David - In: The journal of business : B 66 (1993) 3, pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
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Market underreaction to open market share repurchases
Ikenberry, David; Lakonishok, Josef; Vermaelen, Theo - 1993
Persistent link: https://www.econbiz.de/10000879079
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Long term stochastic dependence in financial prices : evidence from the German stock market
Lux, Thomas - 1996
Persistent link: https://www.econbiz.de/10000588475
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The stable paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - 1995
Persistent link: https://www.econbiz.de/10000541206
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
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Are insiders' trades informative?
Lakonishok, Josef; Lee, Inmoo - 1998
Persistent link: https://www.econbiz.de/10000673936
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Multifractality and long-range dependence of asset returns : the scaling behaviour of the Markov-switching multifractal model with lognormal volatility components
Liu, Ruipeng (contributor); Di Matteo, Tiziana (contributor) - 2008
In this paper we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM) with Lognormal volatility components. In order to...
Persistent link: https://www.econbiz.de/10003715073