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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Can time-varying risk of rare disasters explain aggregate stock market volatility
Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003763502
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Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica (contributor) - 2008 - Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel - 2007
Persistent link: https://www.econbiz.de/10003591346
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Gains from stock market timing
Chua, Jess H.; Woodward, Richard S. - 1986
Persistent link: https://www.econbiz.de/10003514292
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Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay - 2006 - 1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
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Time and price impact of a trade : a structural approach
Grammig, Joachim; Theissen, Erik; Wuensche, Oliver - 2007
information" derived from Easley and O'Hara's (1992) microstructure model. This paper revisits the role of time in measuring the … et al.'s (1997) model to account for time varying trading intensities. Our results confirm predictions from strategic …
Persistent link: https://www.econbiz.de/10009526499
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Three essays on asymmetric information in real estate markets
Wiley, Jonathan A. - 2006
Persistent link: https://www.econbiz.de/10009247833
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Stock market timing with entropy
Efremidze, Levan; Stanley, Darrol J.; Kinsman, Michael D. - In: The journal of wealth management 18 (2015/16) 3, pp. 57-67
Persistent link: https://www.econbiz.de/10011398072