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Corrections for trading frictions in multivariate returns
Korkie, Robert M. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
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Estimating the volatility of discrete stock prices
Cho, D. C. - In: The journal of finance : the journal of the American … 43 (1988) 2, pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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Estimation bias induced by discrete security prices
Ball, Clifford A. - In: The journal of finance : the journal of the American … 43 (1988) 4, pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
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Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
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Underpricing of newly issued bonds : evidence from the Swiss capital market
Wasserfallen, Walter - In: The journal of finance : the journal of the American … 43 (1988) 5, pp. 1177-1191
Persistent link: https://www.econbiz.de/10001073008
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The value spread
Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 609-641
Persistent link: https://www.econbiz.de/10001750583
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Good news, bad news, volatility, and betas
Braun, Phillip A. - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
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A utility-based model of common stock price movements
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
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Tax clienteles and asset pricing
Dybvig, Philip H. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 751-762
Persistent link: https://www.econbiz.de/10001047815