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How the 52-week high and low affect option-applied volatilities and stock return moments
Driessen, Joost; Lin, Tse-chun; Hemert, Otto van - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 369-401
Persistent link: https://www.econbiz.de/10009715217
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Performance of buyout funds revisited?
Phalippou, Ludovic - In: Review of finance : journal of the European Finance … 18 (2014) 1, pp. 189-218
Persistent link: https://www.econbiz.de/10010405211
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Can risk-based theories explain the value premium?
Phalippou, Ludovic - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 143-166
Persistent link: https://www.econbiz.de/10003714166
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Skewness, individual investor preference, and the cross-section of stock returns
Lin, Tse-Chun; Liu, Xin - In: Review of finance : journal of the European Finance … 22 (2018) 5, pp. 1841-1876
Persistent link: https://www.econbiz.de/10012006213
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How do short-sale costs affect put options trading? : evidence from separating hedging and speculative shorting demands
Lin, Tse-Chun; Lu, Xiaolong - In: Review of finance : journal of the European Finance … 20 (2016) 5, pp. 1911-1943
Persistent link: https://www.econbiz.de/10011742289
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An empirical portfolio perspective on option pricing anomalies
Driessen, Joost; Maenhout, Pascal J. - In: Review of finance : journal of the European Finance … 11 (2007) 4, pp. 561-603
Persistent link: https://www.econbiz.de/10003714268
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Acquiring acquirers
Phalippou, Ludovic; Xu, Fangming; Zhao, Huainan - In: Review of finance : journal of the European Finance … 19 (2015) 4, pp. 1489-1541
Persistent link: https://www.econbiz.de/10011405211