Narrow search
Showing 1 - 4 of 4
Cover Image
A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S.; Chang, Lenisa V.; Wang, F. Albert - In: Journal of empirical finance 29 (2014), pp. 80-94
Persistent link: https://www.econbiz.de/10011300503
Cover Image
Adverse selection and the presence of informed trading
Chang, Sanders S.; Wang, F. Albert - In: Journal of empirical finance 33 (2015), pp. 19-33
Persistent link: https://www.econbiz.de/10011556834
Cover Image
Equity-premium and risk-free-rate puzzles at long horizons
Daniel, Kent; Marshall, David Aaron - In: Macroeconomic dynamics 1 (1997) 2, pp. 452-484
Persistent link: https://www.econbiz.de/10001630063
Cover Image
The power and size of mean reversion tests
Daniel, Kent - In: Journal of empirical finance 8 (2001) 5, pp. 493-535
Persistent link: https://www.econbiz.de/10001655351