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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Chang, Sanders S."
~person:"Daniel, Kent"
~subject:"Share price"
~subject:"Theory"
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Chang, Sanders S.
Daniel, Kent
Stein, Jeremy C.
13
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11
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9
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Journal of empirical finance
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
4
Fisher College of Business working paper series
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Overconfidence, arbitrage, and equilibrium asset pricing
Daniel, Kent
;
Hirshleifer, David
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 921-965
Persistent link: https://www.econbiz.de/10001593013
Saved in:
4
Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001217982
Saved in:
5
Investor psychology and security market under- and overreactions
Daniel, Kent
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 1839-1885
Persistent link: https://www.econbiz.de/10001251919
Saved in:
6
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
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