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Trade size, order imbalance, and the volatility-volume relation
Chan, Kalok; Fong, Wai-ming - In: Journal of financial economics 57 (2000) 2, pp. 247-273
Persistent link: https://www.econbiz.de/10001494741
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Stock price synchronicity and analyst coverage in emerging markets
Chan, Kalok; Hameed, Allaudeen - In: Journal of financial economics 80 (2006) 1, pp. 115-147
Persistent link: https://www.econbiz.de/10003304896
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Investibility and return volatility
Bae, Kee-hong; Chan, Kalok; Ng, Angela - In: Journal of financial economics 71 (2004) 2, pp. 239-263
Persistent link: https://www.econbiz.de/10001898237
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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Time-varying risk premia and forecastable returns in futures markets
Bessembinder, Hendrik - In: Journal of financial economics 32 (1992) 2, pp. 169-193
Persistent link: https://www.econbiz.de/10001135590
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Stock price synchronicity and analyst coverage in emerging markets
Chan, Kalok; Hameed, Allaudeen - In: Journal of financial economics 80 (2006) 1, pp. 115-148
Persistent link: https://www.econbiz.de/10006498710
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Investibility and return volatility
Bae, Kee-Hong; Chan, Kalok; Ng, Angela - In: Journal of financial economics 71 (2004) 2, pp. 239-264
Persistent link: https://www.econbiz.de/10006505021
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik; Chan, Kalok; Seguin, Paul J. - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10006529546