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Information, trading and stock returns : lessons from dually-listed securities

Chan, K. C. - 1994

Persistent link: https://www.econbiz.de/10000888701

Information, Trading and Stock Returns : Lessons from Dually-Listed Securities

Chan, K.C. - 1994

This paper compares the intra-day patterns on the NYSE and AMEX of volatility, trading volume and bid-ask spreads for European dually- listed stocks, Japanese dually-listed stocks also listed in London, and Japanese dually-listed stocks not listed in London with American stocks of comparable...

Persistent link: https://www.econbiz.de/10012474182

Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve

Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2015

Persistent link: https://www.econbiz.de/10011437580

Understanding the price of volatility risk in carry trades

Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129

Persistent link: https://www.econbiz.de/10011543818

Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements

Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10012179494

Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements

Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2017

Persistent link: https://www.econbiz.de/10012201648

Local currency bond returns in emerging economies and the role of foreign investors

So, Inhwan; Valente, Giorgio; Wu, Jason - 2019

Persistent link: https://www.econbiz.de/10012202946

Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective

Thornton, Daniel L.; Valente, Giorgio - 2010

Persistent link: https://www.econbiz.de/10008668608

Out-of-sample predictions of bond excess returns and forward rates : an asset allocation perspective

Thornton, Daniel L.; Valente, Giorgio - In: The review of financial studies 25 (2012) 10, pp. 3141-3168

Persistent link: https://www.econbiz.de/10009630174

Testing the economic value of asset return predictability

McCracken, Michael W.; Valente, Giorgio - 2012

Persistent link: https://www.econbiz.de/10009632652

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