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What drove the 2003-2006 house price boom and subsequent collapse? : disentangling competing explanations
Griffin, John M.; Kruger, Samuel; Maturana, Gonzalo - In: Journal of financial economics 141 (2021) 3, pp. 1007-1035
Persistent link: https://www.econbiz.de/10012873143
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Momentum has its moments
Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - In: Journal of financial economics 106 (2012) 3, pp. 473-491
Persistent link: https://www.econbiz.de/10009710169
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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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The determinants and implications of corporate cash holdings
Opler, Tim C. (contributor) - In: Journal of financial economics 52 (1999) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10001387773
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Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
Loon, Yee Cheng; Zhong, Zhaodong - In: Journal of financial economics 119 (2016) 3, pp. 645-672
Persistent link: https://www.econbiz.de/10011590041
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Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong; Eaton, Gregory W.; Paye, Bradley S. - In: Journal of financial economics 130 (2018) 1, pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
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Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael; Schuster, Philipp - In: Journal of financial economics 146 (2022) 2, pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
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Price pressures
Hendershott, Terrence; Menkveld, Albert J. - In: Journal of financial economics 114 (2014) 3, pp. 405-423
Persistent link: https://www.econbiz.de/10010532702