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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - In: Journal of financial economics 122 (2016) 3, pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
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Synchronicity and firm interlocks in an emerging market
Khanna, Tarun; Thomas, Catherine - In: Journal of financial economics 92 (2009) 2, pp. 182-204
Persistent link: https://www.econbiz.de/10003850981
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Market efficiency around the clock : some supporting evidence using foreign-based derivatives
Craig, Alastair - In: Journal of financial economics 39 (1995) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10001188051
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When large traders create noise
Glebkin, Sergei; Kuong, John Chi-Fong - In: Journal of financial economics 150 (2023) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10014462587
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Uniformly least powerful tests of market efficiency
Loughran, Tim; Ritter, Jay - In: Journal of financial economics 55 (2000) 3, pp. 361-389
Persistent link: https://www.econbiz.de/10001449056
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The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.; Tabova, Alexandra; Wong, Vivian - 2014
Persistent link: https://www.econbiz.de/10010475313
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The anatomy of financial vulnerabilities and crises
Lee, Seung Jung; Posenau, Kelly E.; Stebunovs, Viktors - 2017
Persistent link: https://www.econbiz.de/10011629958
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.; Thaler, Richard H. - In: Journal of political economy 111 (2003) 2, pp. 227-268
Persistent link: https://www.econbiz.de/10001758538