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Bond and stock market response to unexpected dividend changes
Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011489208
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A compound duration model for high-frequency asset returns
Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - In: Journal of empirical finance 39 (2016), pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
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When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51
Persistent link: https://www.econbiz.de/10012430435
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When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of empirical finance 18 (2011) 2, pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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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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Informed short selling, fails-to-deliver, and abnormal returns
Stratmann, Thomas; Welborn, John W. - In: Journal of empirical finance 38 (2016), pp. 81-102
Persistent link: https://www.econbiz.de/10011663225
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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
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Industry regulation and the comovement of stock returns
Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Journal of empirical finance 73 (2023), pp. 206-219
Persistent link: https://www.econbiz.de/10014477011
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Foreign bank entry deregulation and stock market stability : evidence from staggered regulatory changes
Lin, Tse-Chun; Liu, Jinyu; Ni, Xiaoran - In: Journal of empirical finance 69 (2022), pp. 185-207
Persistent link: https://www.econbiz.de/10013478529