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The changing functional relation between stock returns and dividend yields
Christie, William G. - In: Journal of empirical finance 1 (1993) 2, pp. 161-191
Persistent link: https://www.econbiz.de/10001158656
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A functional approach to the price impact of stock trades and the implied true price
Huang, Roger D.; Ting, Christopher - In: Journal of empirical finance 15 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003692958
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An analysis of nonlinearities in term premiums and forward rates
Huang, Roger D. - In: Journal of empirical finance 3 (1996) 4, pp. 347-368
Persistent link: https://www.econbiz.de/10001215363
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Trading activity and stock price volatility : evidence from the London Stock Exchange
Huang, Roger D.; Masulis, Ronald W. - In: Journal of empirical finance 10 (2003) 3, pp. 249-269
Persistent link: https://www.econbiz.de/10001752103
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A functional approach to the price impact of stock trades and the implied true price
Huang, Roger D.; Ting, Christopher - In: Journal of empirical finance 15 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10007895091
Cover Image
Trading activity and stock price volatility: evidence from the London Stock Exchange
Huang, Roger D.; Masulis, Ronald W. - In: Journal of empirical finance 10 (2003) 3, pp. 249-270
Persistent link: https://www.econbiz.de/10007233234