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ECONIS (ZBW)
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1
Variable trading hours and market reactions to earnings announcements
Drummond, Philip A.
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014455448
Saved in:
2
Intertemporal variation in abnormal volume around earnings announcements : "Distraction" or "flocking-and-dispersing"?
Jansen, Ivo Ph.
;
Nikiforov, Andrei L.
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466427
Saved in:
3
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
4
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
5
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
Saved in:
6
Testing for jumps when asset prices are observed with noise : a "swap variance" approach
Jiang, George J.
;
Oomen, Roel C.A.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 352-370
Persistent link: https://www.econbiz.de/10003774646
Saved in:
7
Asymmetric information and stock return cross-autocorrelations
Bernhardt, Dan
;
Mahani, Reza S.
- In:
Economics letters
96
(
2007
)
1
,
pp. 14-22
Persistent link: https://www.econbiz.de/10003485770
Saved in:
8
The microstructure of the Canada/U.S. dollar exchange rate : a robustness test
Gradojevic, Nikola
- In:
Economics letters
94
(
2007
)
3
,
pp. 426-432
Persistent link: https://www.econbiz.de/10003437676
Saved in:
9
Measuring volatility with the realized range
Martens, Martin
;
Dijk, Dick van
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 181-207
Persistent link: https://www.econbiz.de/10003451757
Saved in:
10
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 74-98
Persistent link: https://www.econbiz.de/10008839938
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