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~isPartOf:"Journal of empirical finance"
~person:"Chang, Sanders S."
~person:"Daniel, Kent"
~person:"Harvey, David I."
~subject:"Share price"
~subject:"Theory"
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Chang, Sanders S.
Daniel, Kent
Harvey, David I.
Gouriéroux, Christian
5
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Harvey, Campbell R.
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Kim, Dongcheol
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Journal of empirical finance
Economic research paper / Loughborough University, Department of Economics
6
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
Economics discussion paper series / Loughborough University, Department of Economics
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Oxford bulletin of economics and statistics
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A companion to economic forecasting
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Cliometrica : journal of historical economics and econometric history
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of financial studies
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Warwick economic research papers
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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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
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
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
5
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
6
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
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