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~isPartOf:"The review of financial studies"
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USA
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348
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348
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339
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339
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263
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Stulz, René M.
9
Foucault, Thierry
8
Bekaert, Geert
7
Greenwood, Robin
7
Hirshleifer, David
7
Richardson, Matthew
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Titman, Sheridan
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Zhang, Lu
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Başak, Suleyman
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Michaely, Roni
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Subrahmanyam, Avanidhar
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Da, Zhi
5
Goldstein, Itay
5
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Hansen, Lars Peter
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Jones, Charles M.
5
Kang, Jun-koo
5
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Spatt, Chester S.
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Spiegel, Matthew
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Ang, Andrew
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Bakshi, Gurdip S.
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Belo, Frederico
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4
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4
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4
Gao, Pengjie
4
Hou, Kewei
4
Jacobs, Kris
4
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Kaul, Gautam
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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
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The review of financial studies
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2,115
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2,103
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1,897
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1,737
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1,676
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1,666
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1,467
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1,155
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1,119
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1,110
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965
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963
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The European journal of finance
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536
Journal of international money and finance
533
MPRA Paper
520
Journal of economic dynamics & control
518
Management science : journal of the Institute for Operations Research and the Management Sciences
480
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
816
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816
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1
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
2
Market
microstructure
and stock return predictions
Huang, Roger D.
- In:
The review of financial studies
7
(
1994
)
1
,
pp. 179-213
Persistent link: https://www.econbiz.de/10001230530
Saved in:
3
Liquidity biases and the pricing of cross-sectional idiosyncratic
volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
4
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
Saved in:
5
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Saved in:
6
Do bulls and bears moe across borders? : International transmission of stock returns and
volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
7
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
Saved in:
8
Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
Saved in:
9
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
10
Average idiosyncratic
volatility
in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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