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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of accounting & economics"
~isPartOf:"The journal of futures markets"
~subject:"Announcement effect"
~subject:"World"
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Applied economics letters
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1
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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2
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
3
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
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4
Earnings news and small traders : an intraday analysis
Lee, Charles M. C.
- In:
Journal of accounting & economics
15
(
1992
)
2
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001330740
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5
Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients
Ali, Ashiq
- In:
Journal of accounting & economics
15
(
1992
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001330741
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6
Public disclosure, private information collection, and short-term trading
McNichols, Maureen
- In:
Journal of accounting & economics
17
(
1994
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10001162476
Saved in:
7
Market liquidity and volume around earnings announcements
Kim, Oliver
- In:
Journal of accounting & economics
17
(
1994
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001162477
Saved in:
8
Market response to financial reports
Demski, Joel S.
- In:
Journal of accounting & economics
17
(
1994
)
1
,
pp. 3-40
Persistent link: https://www.econbiz.de/10001162478
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9
The valuation of the foreign income of US multinational firms : a growth opportunities perspective
Bodnar, Gordon M.
- In:
Journal of accounting & economics
24
(
1997
)
1
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001233528
Saved in:
10
Estimating earnings response coefficients : pooled versus firm-specific models
Teets, Walter R.
- In:
Journal of accounting & economics
21
(
1996
)
3
,
pp. 279-295
Persistent link: https://www.econbiz.de/10001204782
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