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~isPartOf:"CREATES research paper"
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ECONIS (ZBW)
9
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1
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9
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date (oldest first)
1
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
2
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
3
Effects of announcements of reorganization outcome
Tang, Tseng-chung
- In:
Applied economics
42
(
2010
)
7/9
,
pp. 1113-1124
Persistent link: https://www.econbiz.de/10003991981
Saved in:
4
Do product innovation and news about the R&D process produce large price changes and overreaction? : the case of pharmaceutical stock prices
Pérez Rodríguez, Jorge V.
;
Valcarcel, Beatriz G. L.
- In:
Applied economics
44
(
2012
)
16/18
,
pp. 2217-2229
Persistent link: https://www.econbiz.de/10009572751
Saved in:
5
Market Reactions to Tangible and Intangible
Information
Daniel, Kent
-
2003
We decompose stock returns into components attributable to tangible and intangible
information
. A firm's tangible … return is the component of its return attributable to fundamental accounting-performance
information
, and its intangible … return is the component which is orthogonal to this
information
. Our evidence indicates that intangible
information
reliably …
Persistent link: https://www.econbiz.de/10012468955
Saved in:
6
Gradual Incorporation of
Information
into Stock Prices : Empirical Strategies
Ellison, Sara Fisher
-
1997
This paper explores environments in which either the revelation or diffusion of
information
, or its incorporation into … methodology and for understanding the process by which stock prices incorporate
information
. Two environments are highlighted …. First,
information
is often not revealed in one announcement but rather through a process of gradual public revelation …
Persistent link: https://www.econbiz.de/10012472593
Saved in:
7
The Effects of Mandatory Transparency in Financial Market Design : Evidence from the Corporate Bond Market
Asquith, Paul
-
2013
dissemination of post-trade price and volume
information
for corporate bonds. Dissemination took place in Phases, with actively …
Persistent link: https://www.econbiz.de/10012459243
Saved in:
8
Learning about CEO Ability and Stock Return Volatility
Pan, Yihui
-
2013
When there is uncertainty about a CEO's quality, news about the firm causes rational investors to update their expectation of the firm's profitability for two reasons: Updates occur because of the direct effect of the news, and also because the news can cause an updated assessment of the CEO's...
Persistent link: https://www.econbiz.de/10012459779
Saved in:
9
Mispricing Narratives after Social Unrest
Ba, Bocar A.
;
Ndiaye, Abdoulaye
;
Rivera, Roman
; …
-
National Bureau of Economic Research
-
2024
, product
information
improved the prediction accuracy of respondents. Turning to real-life behavior, we find that mutual funds …
Persistent link: https://www.econbiz.de/10014635693
Saved in:
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