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Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
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Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
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The cost of exposing large institutional orders to electronic liquidity providers
Battalio, Robert H.; Hatch, Brian; Sağlam, Mehmet - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3597-3618
Persistent link: https://www.econbiz.de/10014551922
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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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Speculative investors and transactions tax : evidence from the housing market
Fu, Yuming; Qian, Wenlan; Yeung, Bernard - In: Management science : journal of the Institute for … 62 (2016) 11, pp. 3254-3270
Persistent link: https://www.econbiz.de/10011617110
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu; Zhu, Yingzi - In: Management science : journal of the Institute for … 61 (2015) 2, pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
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Portfolio choice with market closure and implications for liquidity premia
Dai, Min; Li, Peifan; Liu, Hong; Wang, Yajun - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 368-386
Persistent link: https://www.econbiz.de/10011446196