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~isPartOf:"Economic inquiry : journal of the Western Economic Association International"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic issues : jei"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Longstaff, Francis A."
~person:"Michaely, Roni"
~subject:"Announcement effect"
~subject:"Deutschland"
~subject:"Japan"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Michaely, Roni
Hayden, F. Gregory
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17
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14
Lakonishok, Josef
13
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Economic inquiry : journal of the Western Economic Association International
Economics letters
Journal of economic issues : jei
Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
21
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Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
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2
Dual trading in futures markets
Fishman, Michael J.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
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3
The structure of spot rates and immunization
Elton, Edwin J.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 629-642
Persistent link: https://www.econbiz.de/10001089789
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4
Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
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5
Information quality and market efficiency
Ho, Thomas S. Y.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001047149
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6
Do changes in dividends signal the future or the past?
Benartzi, Shlomo
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1007-1034
Persistent link: https://www.econbiz.de/10001225620
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7
Price reactions to dividend initiations and omissions : overreaction or drift?
Michaely, Roni
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 573-608
Persistent link: https://www.econbiz.de/10001184814
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8
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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9
Caveat compounder : a warning about using the daily CRSP equal-weighted index to compute long-run excess returns
Canina, Linda
;
Michaely, Roni
;
Thaler, Richard H.
; …
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 403-422
Persistent link: https://www.econbiz.de/10001235475
Saved in:
10
Investors' heterogeneity, prices, and volume around the ex-dividend day
Michaely, Roni
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 171-198
Persistent link: https://www.econbiz.de/10001218107
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