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An ordered probit analysis of transaction stock prices
Hausman, Jerry A. - In: Journal of financial economics 31 (1992) 3, pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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When is time continuous?
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - In: Journal of financial economics 55 (2000) 2, pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
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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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CEO wage dynamics : estimates from a learning model
Taylor, Lucian A. - In: Journal of financial economics 108 (2013) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10009746560
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Dynamic debt runs and financial fragility : evidence from the 2007 ABCP crisis
Schroth, Enrique; Suárez, Gustavo A.; Taylor, Lucian A. - In: Journal of financial economics 112 (2014) 2, pp. 164-189
Persistent link: https://www.econbiz.de/10010410723
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
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Dissecting bankruptcy frictions
Dou, Winston Wei; Taylor, Lucian A.; Wang, Wei; Wang, Wenyu - In: Journal of financial economics 142 (2021) 3, pp. 975-1000
Persistent link: https://www.econbiz.de/10012873283
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Inefficiencies and externalities from opportunistic acquirers
Li, Di; Taylor, Lucian A.; Wang, Wenyu - In: Journal of financial economics 130 (2018) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10012051311