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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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Stock price and systematic risk effects of discontinuation of corporate R&D programs
Saad, Mohsen M.; Zantout, Zaher Z. - In: Journal of empirical finance 16 (2009) 4, pp. 568-581
Persistent link: https://www.econbiz.de/10003900260
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Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
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Asymmetric temporary and permanent stock-price innovations
Shively, Philip A. - In: Journal of empirical finance 14 (2007) 1, pp. 120-130
Persistent link: https://www.econbiz.de/10003416068
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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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Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun; Linton, Oliver; Whang, Yoon-jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
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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
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Related securities and price discovery : evidence from NYSE-listed non-US stocks
Korczak, Piotr; Phylaktis, Kate - In: Journal of empirical finance 17 (2010) 4, pp. 566-584
Persistent link: https://www.econbiz.de/10009267270
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Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah; Lam, Kin; Lam, Ka-ming - In: Journal of empirical finance 17 (2010) 3, pp. 428-440
Persistent link: https://www.econbiz.de/10009267290
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Words that shake traders : the stock market's reaction to central bank communication in real time
Rosa, Carlo - In: Journal of empirical finance 18 (2011) 5, pp. 915-934
Persistent link: https://www.econbiz.de/10009492524