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Why do short sellers like qualitative news?
Von Beschwitz, Bastian; Chuprinin, Oleg; Massa, Massimo - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 645-675
Persistent link: https://www.econbiz.de/10011742057
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An empirical analysis of market segmentation on U.S. equity markets
Hatheway, Frank; Kwan, Amy; Zheng, Hui - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2399-2427
Persistent link: https://www.econbiz.de/10011929340
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Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
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DRIPs and the dividend pay date effect
Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795
Persistent link: https://www.econbiz.de/10011928408
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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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Price continuity rules and insider trading
Dutta, Prajit K. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 199-221
Persistent link: https://www.econbiz.de/10001217176
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A market microstructure explanation for predictable variations in stock returns following large price changes
Park, Jinwoo - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10001218106
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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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The market for corporate control as a limit to short arbitrage
Meneghetti, Costanza; Williams, Ryan; Xiao, Steven Chong - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2162-2189
Persistent link: https://www.econbiz.de/10014365175
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New evidence on conditional factor models
Cooper, Ilan; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056