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The distribution of common stock price changes : an application of transactions time and subordinated stochastic models
Westerfield, Randolph - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 5, pp. 743-765
Persistent link: https://www.econbiz.de/10003013105
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An econometric equity market model : cobwebs in the stock market
McCue, Gary Allan - 1970
Persistent link: https://www.econbiz.de/10002404159
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999
Persistent link: https://www.econbiz.de/10001408440
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Rational expectations is not generally valid for econometric models : evidence from stock market data
Chow, Gregory C. - In: Pacific economic review 2 (1997) 3, pp. 149-163
Persistent link: https://www.econbiz.de/10001229356
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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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Econometrics of event studies
Kothari, S. P.; Warner, Jerold B. - 2007
Persistent link: https://www.econbiz.de/10003461239
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Threshold stock price adjustment
Jawadi, Fredj - In: Measurement error : consequences, applications and solutions, (pp. 183-198). 2009
Persistent link: https://www.econbiz.de/10003958197
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Demographics and the econometrics of the term structure of stock market Rrisk
Favero, Carlo A.; Tamoni, Andrea - 2010
Persistent link: https://www.econbiz.de/10011334805