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1
Skewness in stock returns : reconciling the evidence on firm versus aggregate returns
Albuquerque, Rui H. P. L. de
-
2010
Persistent link: https://www.econbiz.de/10003994505
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2
Sovereign debt rating changes and the stock market
Michaelides, Alexander G.
;
Milidonis, Andreas
; …
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2012
Persistent link: https://www.econbiz.de/10009502466
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3
Individual investor trading and return patterns around earnings announcements
Kaniel, Ron
;
Liu, Shuming
;
Saar, Gideon
;
Titman, Sheridan
-
2011
Persistent link: https://www.econbiz.de/10008909459
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4
Uncertainty about government policy and stock prices
Pástor, Ľuboš
;
Veronesi, Pietro
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2010
Persistent link: https://www.econbiz.de/10003994507
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The more we know on the fundamental, the less we agree on the price
Kondor, Péter
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2011
Persistent link: https://www.econbiz.de/10009242925
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6
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
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7
Revealing downturns
Schmalz, Martin C.
;
Zhuk, Sergey
-
2018
Persistent link: https://www.econbiz.de/10011860622
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8
Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn
;
Yāfe, Yišay
-
2008
Persistent link: https://www.econbiz.de/10003785795
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9
Advance information and asset prices
Albuquerque, Rui
;
Miao, Jianjun
-
2007
Persistent link: https://www.econbiz.de/10003617741
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10
Stock and bond returns with moody investors
Bekaert, Geert
;
Engstrom, Eric
;
Grenadier, Steven R.
-
2006
Persistent link: https://www.econbiz.de/10003395326
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