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Capital income
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Branch, Ben Shirley
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Financial management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Excess Returns to Buying Low Options-Volume Stocks and Selling High Options-Volume Stocks : Information or Characteristics?
Cai, Li
-
2018
This paper documents a negative relationship between options trading volume and stock returns. The relationship is remarkably robust and cannot be explained by existing asset-pricing theorems. We find that strategies that require buying stocks with low options trading volume in the past and...
Persistent link: https://www.econbiz.de/10012914633
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2
Around-the-clock performance of closed-end funds
Branch, Ben Shirley
;
Ma, Aixin
;
Sawyer, Jill
- In:
Financial management
39
(
2010
)
3
,
pp. 1177-1196
Persistent link: https://www.econbiz.de/10008729081
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3
Managerial performance and closed-end country fund premiums : a lead or lag relationship?
Ismailescu, Iuliana
;
Branch, Ben Shirley
- In:
International review of finance
10
(
2010
)
4
,
pp. 433-453
Persistent link: https://www.econbiz.de/10008809448
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4
The Monday merger effect
Branch, Ben Shirley
;
Jung, Jay
;
Yang, Taewon
- In:
International review of financial analysis
10
(
2001
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001573043
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5
The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben Shirley
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10001235331
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