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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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Modeling the relationship between European carbon permits and certified emission reductions
Koop, Gary; Tole, Lise - In: Journal of empirical finance 24 (2013), pp. 166-181
Persistent link: https://www.econbiz.de/10010371982
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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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A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton; Koop, Gary; Li, Kai - In: Journal of empirical finance 10 (2003) 5, pp. 583-601
Persistent link: https://www.econbiz.de/10001806970
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An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Koop, Gary - In: Journal of empirical finance 1 (1993) 3, pp. 343-364
Persistent link: https://www.econbiz.de/10001166760
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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