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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
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Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Journal of empirical finance 22 (2013), pp. 52-66
Persistent link: https://www.econbiz.de/10009768431
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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
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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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Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - In: Journal of empirical finance 40 (2017), pp. 101-120
Persistent link: https://www.econbiz.de/10011744455