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A further analysis of the lead-lag relationship between the cash market and stock index futures market
Chan, Kalok - In: The review of financial studies 5 (1992) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10001119820
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Private information, trading volume, and stock-return variances
Barclay, Michael J. - In: The review of financial studies 3 (1990) 2, pp. 233-253
Persistent link: https://www.econbiz.de/10001105903
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When are contrarian profits due to stock market overreaction?
Lo, Andrew W. - In: The review of financial studies 3 (1990) 2, pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
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Entry, exit, market makers, and the bid-ask spread
Wahal, Sunil - In: The review of financial studies 10 (1997) 3, pp. 871-901
Persistent link: https://www.econbiz.de/10001227974
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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
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Time-varying expected small firm returns and closed-end fund discounts
Swaminathan, Bhaskaran - In: The review of financial studies 9 (1996) 3, pp. 845-887
Persistent link: https://www.econbiz.de/10001209088
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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
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The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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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
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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