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An examination of stock reaction to announcements of family-friendly firms
Fang, Fang; Jackson, Dave O. - In: The journal of current research in global business : JCRGB 13 (2010) 20, pp. 86-96
Persistent link: https://www.econbiz.de/10008810673
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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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Overreaction and seasonality in Asian stock indices : evidence from Korea, Hong Kong and Japan
Schaub, Mark; Lee, Bun-song; Chun, Sun Eae - In: Research in finance 24 (2008), pp. 169-195
Persistent link: https://www.econbiz.de/10003752947
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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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International day-of-the-week effects : an empirical examination of iShares
Mazumder, M. Imtiaz; Chu, Ting-heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-715
Persistent link: https://www.econbiz.de/10003765875
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Month-related seasonality of stock price volatility : evidence from the Malta Stock Exchange
Camilleri, Silvio John - In: Bank of Valletta review (2008) 37, pp. 49-65
Persistent link: https://www.econbiz.de/10003767416
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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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Time of day and market impact
Lyden, Scott - In: The journal of trading 2 (2007) 3, pp. 76-81
Persistent link: https://www.econbiz.de/10003777812
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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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Market anomalies in the United States stock market : new evidence
Al-Rjoub, Samer - 2002
Persistent link: https://www.econbiz.de/10003774143