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Loss functions in option valuation : a framework for selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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Short-term investors, long-term investments, and firm value : evidence from Russell 2000 index inclusions
Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4535-4551
Persistent link: https://www.econbiz.de/10012305261
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The distortion in prices due to passive investing
Baruch, Shmuel; Zhang, Xiaodi - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 6219-6234
Persistent link: https://www.econbiz.de/10013372951
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On estimating skewness in stock returns
Lau, Hon-shiang - In: Management science : journal of the Institute for … 35 (1989) 9, pp. 1139-1142
Persistent link: https://www.econbiz.de/10001074223
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Price discovery in the US treasury market : automation vs. intermediation
Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 695-714
Persistent link: https://www.econbiz.de/10009731238
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Diversity and performance
Li, Feng; Nagar, Venky - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 529-544
Persistent link: https://www.econbiz.de/10009731279
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The accrual anomaly : risk or mispricing?
Hirshleifer, David; Hou, Kewei; Teoh, Siew Hong - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 320-335
Persistent link: https://www.econbiz.de/10009512155
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Quality awards and the market value of the firm : an empirical investigation
Hendricks, Kevin B. - In: Management science : journal of the Institute for … 42 (1996) 3, pp. 415-436
Persistent link: https://www.econbiz.de/10001200114
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Daily stock market volatility : 1928 - 1989
Turner, Andrew L. - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1586-1609
Persistent link: https://www.econbiz.de/10001135943
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Insider trading, earnings changes, and stock prices
Allen, Steven G. - In: Management science : journal of the Institute for … 41 (1995) 4, pp. 653-668
Persistent link: https://www.econbiz.de/10001185201