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Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Abhyankar, Abhay - In: The journal of futures markets 15 (1995) 4, pp. 457-488

Persistent link: https://www.econbiz.de/10001185355

International value versus growth : evidence from stochastic dominance analysis

Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232

Persistent link: https://www.econbiz.de/10003901041

Oil price shocks and the stock market : evidence from Japan

Abhyankar, Abhay; Xu, Bing; Wang, Jiayue - In: The energy journal 34 (2013) 2, pp. 199-222

Persistent link: https://www.econbiz.de/10009751625

Long-run abnormal performance following convertible preference share and convertible bond issues : new evidence from the United Kingdom

Abhyankar, Abhay; Ho, Keng-yu - In: International review of economics & finance : IREF 15 (2006) 1, pp. 97-119

Persistent link: https://www.econbiz.de/10003298504

Long-run post-merger stock performance of UK acquiring firms : a stochastic dominance perspective

Abhyankar, Abhay; Ho, Keng-yu; Zhao, Huainan - In: Applied financial economics 15 (2005) 10, pp. 679-690

Persistent link: https://www.econbiz.de/10002954880

The Impact of Enhanced Information Flows Across Firms : Cross-Sectional Evidence From the EDGAR Roll-Out

Abhyankar, Abhay; wang, yaning - 2021

We exploit the quasi-natural experiment created by the roll-out of the EDGAR system to study the causal impact of the additional flow of stock-specific information on firms. We find that this information flow to investors resulted in statistically significant and economically essential changes...

Persistent link: https://www.econbiz.de/10013248905