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Cross-sectional variation of market efficiency

Jiang, Jing - In: Review of accounting & finance 16 (2017) 1, pp. 67-85

Persistent link: https://www.econbiz.de/10011661865

Do investors learn about analyst accuracy?

Chang, Charles (contributor); Daouk, Hazem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003792919

Do poorly governed acquirers transfer wealth to targets in cross-border acquisitions?

Chang, Charles; Choi, Paul Moon Sub; Huang, Seth H. - In: Financial management 44 (2015) 3, pp. 475-498

Persistent link: https://www.econbiz.de/10011396492

A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications

Chang, Charles; Fuh, Cheng-der; Lin, Shih-kuei - In: Journal of banking & finance 37 (2013) 8, pp. 3204-3217

Persistent link: https://www.econbiz.de/10009778451

Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model

Chang, Charles; Cheng, Hung-Wen; Fuh, Cheng-Der - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 7-25

Persistent link: https://www.econbiz.de/10011968669

Do Investors Learn About Analyst Accuracy? A Study of the Oil Futures Market

Chang, Charles - 2010

We study the impact of analyst forecasts on prices to determine whether investors learn about analyst accuracy. The straight-forward relationship between supply and price, the economic importance of the market, the predictable timing of forecast error realizations, and the high frequency of the...

Persistent link: https://www.econbiz.de/10013149433

Price limit performance : evidence from the Tokyo Stock Exchange

Kim, Kenneth A. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 885-901

Persistent link: https://www.econbiz.de/10001222411