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Chaos and nonlinear dynamics : application to financial markets
Hsieh, David A. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1839-1877
Persistent link: https://www.econbiz.de/10001115512
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Share issuance and cross-sectional returns
Pontiff, Jeffrey; Woodgate, Artemiza - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 921-945
Persistent link: https://www.econbiz.de/10003822783
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Measuring and testing the impact of news on volatility
Engle, Robert F. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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What is the intrinsic value of the Dow?
Lee, Charles M. C.; Myers, James; Swaminathan, Bhaskaran - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1693-1741
Persistent link: https://www.econbiz.de/10001430865
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Order flow, transaction clock, and normality of asset returns
Ané, Thierry; Geman, Hélyette - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2259-2284
Persistent link: https://www.econbiz.de/10001524433
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Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
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Testing for linear and nonlinear Granger causality in the stock price-volume relation
Hiemstra, Craig - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1639-1664
Persistent link: https://www.econbiz.de/10001175170
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One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
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Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
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Heteroskedasticity in stock return data : volume versus GARCH effects
Lamoureux, Christopher G. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 221-229
Persistent link: https://www.econbiz.de/10001084196