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Informed short selling, fails-to-deliver, and abnormal returns
Stratmann, Thomas; Welborn, John W. - In: Journal of empirical finance 38 (2016), pp. 81-102
Persistent link: https://www.econbiz.de/10011663225
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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
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Limited attention and M&A announcements
Reyes, Tomas - In: Journal of empirical finance 49 (2018), pp. 201-222
Persistent link: https://www.econbiz.de/10012117741
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The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility
Byun, Sung Je - In: Journal of empirical finance 36 (2016), pp. 162-180
Persistent link: https://www.econbiz.de/10011662839
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Leverage and asymmetric volatility : the firm-level evidence
Ericsson, Jan; Huang, Xiao; Mazzotta, Stefano - In: Journal of empirical finance 38 (2016), pp. 1-21
Persistent link: https://www.econbiz.de/10011663127
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Hierarchical GARCH
Brownlees, Christian - In: Journal of empirical finance 51 (2019), pp. 17-27
Persistent link: https://www.econbiz.de/10012169952