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Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung; Liu, Yu-jane; Roll, Richard; … - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
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The costs of owning employer stocks : lessons from Taiwan
Lee, Yi-tsung; Liu, Yu-Jane; Zhu, Ning - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 717-740
Persistent link: https://www.econbiz.de/10003757796
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The Costs of Owning Employer Stocks: Lessons from Taiwan
Lee, Yi-Tsung; Liu, Yu-Jane; Zhu, Ning - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 717-740
Persistent link: https://www.econbiz.de/10008107063
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Bias in fitting the sharpe model to time series data
Roll, Richard - In: Journal of financial and quantitative analysis : JFQA 4 (1969) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10002702199
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Orthogonal portfolios
Roll, Richard - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 5, pp. 1005-1023
Persistent link: https://www.econbiz.de/10002702454
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Information, expected utility, and portfolio
Liu, Jun; Peleg, Ehud; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1221-1251
Persistent link: https://www.econbiz.de/10008907343
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Information and the intermediary : are market intermediaries informed traders in electronic markets?
Anand, Amber; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003692306
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The cross section of analysts recommendations
Sorescu, Sorin M.; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 139-168
Persistent link: https://www.econbiz.de/10003303803
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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
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Cognitive dissonance, sentiment, and momentum
Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 245-275
Persistent link: https://www.econbiz.de/10009772359