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Heteroskedasticity in stock returns
Schwert, George William - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1129-1155
Persistent link: https://www.econbiz.de/10001098069
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The irrelevance of margin : evidence from the crash of '87
Seguin, Paul John - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1457-1473
Persistent link: https://www.econbiz.de/10001152104
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Futures-trading activity and stock price volatility
Bessembinder, Hendrik - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 2015-2034
Persistent link: https://www.econbiz.de/10001138516
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The Irrelevance of Margin: Evidence from the Crash of '87
Seguin, Paul J.; Jarrell, Gregg A. - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1457-1474
Persistent link: https://www.econbiz.de/10006603644
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Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul J. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 361-376
Persistent link: https://www.econbiz.de/10006595085
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Volume, Volatility, and New York Stock Exchange Trading Halts
Lee, Charles M.C.; Ready, Mark J.; Seguin, Paul J. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 183-214
Persistent link: https://www.econbiz.de/10006600387