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Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
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Time and the price impact of a trade
Dufour, Alfonso; Engle, Robert F. - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
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Using genetic algorithms to find technical trading rules
Allen, Franklin; Karjalainen, Risto - In: Journal of financial economics 51 (1999) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10001256193
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Do funds make more when they trade more?
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
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Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
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Competition in a dynamic auction market : identification, structural estimation, and market efficiency
Adachi, Anna - In: The journal of industrial economics 64 (2016) 4, pp. 621-655
Persistent link: https://www.econbiz.de/10011721206
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True spreads and equilibrium prices
Ball, Clifford A.; Chordia, Tarun - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1801-1835
Persistent link: https://www.econbiz.de/10001615430
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Methods of payment in asset sales : contracting with equity versus cash
Slovin, Myron B.; Sushka, Marie Elizabeth; Polonchek, … - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2385-2408
Persistent link: https://www.econbiz.de/10003159423