Narrow search
Showing 1 - 10 of 11,974
Cover Image
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren; Karolyi, G. Andrew; Salva, Carolina - In: Journal of financial economics 81 (2006) 1, pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
Cover Image
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101596
Cover Image
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren (contributor); Karolyi, G. Andrew (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659374
Cover Image
Discount rate changes, stock market returns, volatility, and trading volume : evidence from intraday data and implications for market efficiency
Chen, Carl R.; Mohan, Nancy J.; Steiner, Thomas L. - In: Journal of banking & finance 23 (1999) 6, pp. 897-924
Persistent link: https://www.econbiz.de/10001379087
Cover Image
Asymmetric volume volatility causality in dual listing H-shares
Dey, Malay K.; Wang, Chaoyan - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 419-428
Persistent link: https://www.econbiz.de/10013392097
Cover Image
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald; Li, Yang - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Cover Image
Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis - In: Journal of banking & finance 94 (2018), pp. 315-336
Persistent link: https://www.econbiz.de/10011966661
Cover Image
The effect of U.S. investor sentiment on cross-listed securities returns : a high-frequency approach
Gutierrez Pineda, Juan Pablo; Perez Liston, Daniel - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15
This paper studies the impact of a high-frequency investor sentiment measure (New FEARS) on the returns of foreign securities listed in U.S. markets as American Depository Receipts (ADRs). We recreate a high-frequency investor sentiment measure by aggregating search volume indices (SVIs) for a...
Persistent link: https://www.econbiz.de/10012792429
Cover Image
Essays in financial economics
Verter, Geoffrey - 2003
Persistent link: https://www.econbiz.de/10003384083
Cover Image
Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425
Persistent link: https://www.econbiz.de/10011582475