Narrow search
Showing 1 - 3 of 3
Cover Image
The information content of idiosyncratic volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
Cover Image
Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
Cover Image
Predictable patterns after large stock price changes on the Tokyo Stock Exchange
Bremer, Marc - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 345-365
Persistent link: https://www.econbiz.de/10001230900