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Tick Size and Institutional Trading Costs: Evidence from Mutual Funds
Bollen, Nicolas P.B.; Busse, Jeffrey A. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 915-938
Persistent link: https://www.econbiz.de/10007392872
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Conditional Return Smoothing in the Hedge Fund Industry
Bollen, Nicolas P.B.; Pool, Veronika K. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 267-298
Persistent link: https://www.econbiz.de/10008065793
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Mutual Fund Attributes and Investor Behavior
Bollen, Nicolas P.B. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 683-708
Persistent link: https://www.econbiz.de/10007797517
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Econometrics of financial models and market microstructure effects
Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10001175119
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The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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Econometrics of Financial Models and Market Microstructure Effects
Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10006709988
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A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
Richardson, Matthew; Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10006710009