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Titman, Sheridan; Tiu, Cristian - In: The review of financial studies 24 (2011) 1, pp. 123-168

Persistent link: https://www.econbiz.de/10008909442

Manufacturing wage differentials and employment in some Scandinavian countries, the US and the UK : an analysis of variance approach

Caporale, Guglielmo Maria; Haq, Mohammad - In: Empirica : journal of european economics 29 (2002) 4, pp. 289-304

Persistent link: https://www.econbiz.de/10001716974

Conditional leptokurtosis and non-linear dependence in exchange rate returns

Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994

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Evidence on the characteristics of cross sectional variation in stock returns

Daniel, Kent; Titman, Sheridan - 1996

Persistent link: https://www.econbiz.de/10000592269

Individual investor trading and stock returns

Kaniel, Ron (contributor); Saar, Gideon (contributor); … - 2004

This paper investigates the dynamic relation between net individual investor trading and short-horizon returns for a large cross-section of NYSE stocks. The evidence indicates that individuals tend to buy stocks following declines in the previous month and sell following price increases. We...

Persistent link: https://www.econbiz.de/10003770555

Market reactions to tangible and intangible information

Daniel, Kent; Titman, Sheridan - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1605-1643

Persistent link: https://www.econbiz.de/10003357783

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003880587

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10003889148

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003898817

Firms' histories and their capital structures

Kayhan, Ayla; Titman, Sheridan - In: Journal of financial economics 83 (2007) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10003410353