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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"hun"
~language:"swe"
~subject:"Asymmetrische Information"
~subject:"Share price"
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Asymmetrische Information
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Theorie
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Chang, Sanders S.
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Journal of empirical finance
NBER working paper series
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290
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245
Journal of economic theory
235
Discussion paper / Centre for Economic Policy Research
234
Economics letters
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1
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
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2
The implications of IPO underpricing for the firm and insiders : tests of asymmetric information theories
Kennedy, Duane B.
;
Sivakumar, Ranjini
;
Vetzal, Kenneth R.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10003278627
Saved in:
3
Are ex-day dividend clientele effects dead? : Dividend yield versus dividend size
Jakob, Keith J.
;
Ma, Tongshu
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 718-735
Persistent link: https://www.econbiz.de/10003609999
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4
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
5
Noise trading and the price formation process
Berkman, Henk
;
Koch, Paul Douglas
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 232-250
Persistent link: https://www.econbiz.de/10003699131
Saved in:
6
Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 248-270
Persistent link: https://www.econbiz.de/10009301122
Saved in:
7
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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8
Do bond rating changes affect the information asymmetry of stock trading?
He, Yan
;
Wang, Junbo
;
Wei, K. C. John
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009301169
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9
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
10
Nonparametric rank tests for event studies
Kolari, James W.
;
Pynnönen, Seppo
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 953-971
Persistent link: https://www.econbiz.de/10009492522
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