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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - In: Journal of banking & finance 61 (2015) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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What explains the dynamics of 100 anomalies?
Jacobs, Heiko - In: Journal of banking & finance 57 (2015), pp. 65-85
Persistent link: https://www.econbiz.de/10011543781
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Ambiguity aversion and stock market participation : an empirical analysis
Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu - In: Journal of banking & finance 58 (2015), pp. 57-70
Persistent link: https://www.econbiz.de/10011543887
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Information environment and investor behavior
Chang, Yen-Cheng; Cheng, Hung-Wen - In: Journal of banking & finance 59 (2015), pp. 250-264
Persistent link: https://www.econbiz.de/10011544475
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Explaining bank stock performance with crisis sentiment
Irresberger, Felix; Mühlnickel, Janina; Weiß, Gregor - In: Journal of banking & finance 59 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011544560
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Combining momentum with reversal in commodity futures
Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 59 (2015), pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
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Do social factors influence investment behavior and performance? : evidence from mutual fund holdings
Borgers, Arian; Derwall, Jeroen; Koedijk, Kees; Horst, … - In: Journal of banking & finance 60 (2015), pp. 112-126
Persistent link: https://www.econbiz.de/10011544922
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Informed trading around earnings and mutual fund alphas
Cai, Yu; Lau, Sie-ting - In: Journal of banking & finance 60 (2015), pp. 168-180
Persistent link: https://www.econbiz.de/10011544996
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The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
Malagon, Juliana; Moreno, David; Rodríguez, Rosa - In: Journal of banking & finance 60 (2015), pp. 224-238
Persistent link: https://www.econbiz.de/10011545000
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Repurchase behavior of individual investors, sophistication and regret
Magron, Camille; Merli, Maxime - In: Journal of banking & finance 61 (2015), pp. 15-26
Persistent link: https://www.econbiz.de/10011545113