Narrow search
Showing 1 - 10 of 7,074
Cover Image
Autocorrelation and partial price adjustment
Anderson, Robert M.; Eom, Kyong Shik; Hahn, Sang Buhm; … - In: Journal of empirical finance 24 (2013), pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Cover Image
How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
Cover Image
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 222 (2021) 1,2, pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Cover Image
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.; Zhang, Lan - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Cover Image
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 194 (2016) 2, pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Cover Image
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.; Mykland, Per A. - In: Journal of econometrics 200 (2017) 1, pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Cover Image
Measuring the information content of disclosures : the role of return noise
Thomas, Jacob K.; Zhang, X. Frank; Zhu, Wei - In: The accounting review : a publication of the American … 97 (2022) 6, pp. 417-443
Persistent link: https://www.econbiz.de/10013499362
Cover Image
The impact of cash flow statement components on stock volatility : evidence from Qatar
Al Zobi, Mo'taz Kamel; Al-Dhaimesh, Othman Hel - In: Investment management and financial innovations 18 (2021) 2, pp. 365-373
Persistent link: https://www.econbiz.de/10012698636
Cover Image
Valuation of Guaranteed contracts set relative to cross-currency stochastic rates of return
Hsieh, Tsung-yu; Chou, Chi-hsun; Chen, Son-nan - In: Asia-Pacific journal of financial studies 43 (2014) 4, pp. 589-619
Persistent link: https://www.econbiz.de/10010407421
Cover Image
Optimal stocking policies for inventory systems with uncertain returns
Chaouch, Ben A. - In: International journal of production research 61 (2023) 21, pp. 7453-7466
Persistent link: https://www.econbiz.de/10014383363