Narrow search
Showing 1 - 10 of 1,853
Cover Image
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
Cover Image
The pricing of jump propagation : evidence from spot and options markets
Du, Du; Luo, Dan - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Cover Image
The price of the smile and variance risk premia
Gruber, Peter H.; Tebaldi, Claudio; Trojani, Fabio - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Cover Image
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni; Dim, Chukwuma Chijioke; Vilkov, Grigory - In: Management science : journal of the Institute for … 69 (2023) 2, pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Cover Image
From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene; Sharpe, Steven A. - In: Management science : journal of the Institute for … 60 (2014) 4, pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
Cover Image
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
Cover Image
Investor attention and option returns
Choy, Siu Kai; Wei, Jason - In: Management science : journal of the Institute for … 69 (2023) 8, pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Cover Image
How do shocks arise and spread across stock markets? : a microstructure perspective
Bongaerts, Dion; Roll, Richard; Rösch, Dominik; Dijk, … - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 3071-3089
Persistent link: https://www.econbiz.de/10013368378
Cover Image
Asset pricing in a monetary economy with heterogeneous beliefs
Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219
Persistent link: https://www.econbiz.de/10011372432
Cover Image
Illiquidity and price informativeness
Kerr, Jon; Sadka, Gil; Sadka, Ronnie - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 334-351
Persistent link: https://www.econbiz.de/10012156621