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Risk, return and disequilibrium : an application to changes in accounting techniques

Ball, Ray - In: The journal of finance : the journal of the American … 27 (1972) 2, pp. 343-353

Persistent link: https://www.econbiz.de/10001860970

The cross-section of daily variation in liquidity

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 75-110

Persistent link: https://www.econbiz.de/10003424664

Momentum, business cycle, and time-varying expected returns

Chordia, Tarun; Shivakumar, Lakshmanan - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 985-1019

Persistent link: https://www.econbiz.de/10001684740

Liquidity Dynamics Across Small and Large Firms

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Economic Notes 33 (2004) 1, pp. 111-143

In this paper, we analyse cross-sectional heterogeneity in the time-series variation of liquidity in equity markets. Our analysis uses a broad time-series and cross-section of liquidity data. We find that average daily changes in liquidity exhibit significant heterogeneity in the cross-section;...

Persistent link: https://www.econbiz.de/10005234188

Momentum, Business Cycle, and Time-varying Expected Returns

Chordia, Tarun; Shivakumar, Lakshmanan - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 985-1020

Persistent link: https://www.econbiz.de/10006560409

The cross-section of daily variation in liquidity

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 75-110

Persistent link: https://www.econbiz.de/10009924735

Some time series properties of accounting income

Ball, Ray; Watts, Ross - In: The journal of finance : the journal of the American … 27 (1972) 3, pp. 663-681

Persistent link: https://www.econbiz.de/10001860980

The Association between Firms' Values and Accounting Numbers after Adoption of Fresh Start Reporting Reuven Lehavy

Ball, Ray - In: Journal of accounting, auditing & finance 14 (1999) 3, pp. 185-218

Persistent link: https://www.econbiz.de/10007055659

THE EARNINGS EVENT-TIME SEASONAL AND THE CALENDAR-TIME SEASONAL IN STOCK RETURNS: NAIVE USE OF EARNINGS INFORMATION OR ANNOUNCEMENT TIMING EFFECT?

Ball, Ray; Bartov, Eli - In: Journal of accounting, auditing & finance 10 (1995) 4, pp. 677-698

Persistent link: https://www.econbiz.de/10007085105