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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Forecastable default risk premia and innovations
Traichal, Patrick A.; Johnson, Steve A. - In: Journal of economics and finance 23 (1999) 3, pp. 214-225
Persistent link: https://www.econbiz.de/10001449683
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The linkage between the U.S. "fear index" and ADR premiums under non-frictionless stock markets
Esqueda, Omar A.; Luo, Yongli; Jackson, Dave - In: Journal of economics and finance 39 (2015) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10011471137
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Stock market volatility and economic factors
Binder, John J.; Merges, Matthias J. - In: Review of quantitative finance and accounting 17 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001748128
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Financial analysts' forecast accuracy and dispersion : high-tech versus low-tech stocks
Kwon, Sung S. - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10001698803
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What is the source of different levels of time-series return volatility? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.; Winters, Drew B. - In: Journal of economics and finance 29 (2005) 3, pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
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Explaining momentum profits with an epidemic diffusion model
Balsara, Nauzer J.; Zheng, Lin; Vidozzi, Andrea; … - In: Journal of economics and finance 30 (2006) 3, pp. 407-422
Persistent link: https://www.econbiz.de/10003413571
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An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, … - In: Journal of economics and finance 32 (2008) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10003710699
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News and noise : do investors react to stock split announcements differently during periods of high and low market volatility?
Johnson, Steve; Stretcher, Robert - In: Journal of economics and finance 35 (2011) 1, pp. 71-78
Persistent link: https://www.econbiz.de/10009303248