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Security price reactions to initial reviews of common stock by the value line investment survey
Peterson, David R. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 483-494
Persistent link: https://www.econbiz.de/10001043896
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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Earnings conference calls and stock returns : the incremental informativeness of textual tone
Price, S. McKay; Doran, James S.; Peterson, David R.; … - In: Journal of banking & finance 36 (2012) 4, pp. 992-1011
Persistent link: https://www.econbiz.de/10009557848
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Short-sale constraints and the idiosyncratic volatility puzzle : an event study approach
Jiang, Danling; Peterson, David R.; Doran, James S. - In: Journal of empirical finance 28 (2014), pp. 36-59
Persistent link: https://www.econbiz.de/10011284511
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Earnings conference call content and stock price : the case of REITs
Doran, James S.; Peterson, David R.; Price, S. McKay - In: The journal of real estate finance and economics 45 (2012) 2, pp. 402-434
Persistent link: https://www.econbiz.de/10009581738
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Stock returns following large one-day declines : evidence on short-term reversals and longer-term performance
Cox, Don R. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 255-267
Persistent link: https://www.econbiz.de/10001169027
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The power of one and two sample t-statistics given event-induced variance increases and nonnormal stock returns : a comparative study
Higgins, Eric James - In: Quarterly journal of business and economics : QJBE 37 (1998) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10001242428
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Variance increases following large stock distributions : the role of changing bid-ask spreads and true variances
Peterson, David R. - In: Journal of banking & finance 18 (1994) 1, pp. 199-206
Persistent link: https://www.econbiz.de/10001156034
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Causes of cross-autocorrelation in security returns : transaction costs versus information quality
Richardson, Terry L. - In: Journal of economics and finance 21 (1997) 3, pp. 29-39
Persistent link: https://www.econbiz.de/10001249956
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Shelf registrations and shareholder wealth : a comparison of shelf and traditional equity offerings
Moore, Norman H. - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 451-493
Persistent link: https://www.econbiz.de/10001015105