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~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of financial studies"
~person:"Chang, Sanders S."
~person:"Daniel, Kent"
~subject:"Share price"
~subject:"Theory"
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Chang, Sanders S.
Daniel, Kent
Noe, Thomas H.
12
Thakor, Anjan V.
10
Dybvig, Philip H.
9
Başak, Suleyman
8
Edmans, Alex
8
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7
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7
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7
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7
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7
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7
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6
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6
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6
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5
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5
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5
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Journal of empirical finance
The review of financial studies
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4
Fisher College of Business working paper series
3
The journal of finance : the journal of the American Finance Association
3
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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
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
Saved in:
4
The cross-section of risk and returns
Daniel, Kent
;
Mota, Lira
;
Rottke, Simon
;
Santos, Tano
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1927-1979
Persistent link: https://www.econbiz.de/10012244727
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