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Detecting liquidity traders

Kalay, Avner; Wohl, Avi - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 29-54

Persistent link: https://www.econbiz.de/10003854342

Continuous trading or call auctions : revealed preferences of investors at the Tel Aviv Stock Exchange

Kalay, Avner; Li, Wei; Wohl, Avi - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 523-544

Persistent link: https://www.econbiz.de/10001650390

Hot and cold merger markets

Chidambaran, Nemmara; John, Kose; Shangguan, Zhaoyun; … - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 327-349

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Does overvaluation of bidder stock drive acquisitions? : the case of public and private targets

John, Kose; Mateti, Ravi S.; Shangguan, Zhaoyun; … - In: International journal of banking, accounting and finance 5 (2013/14) 1/2, pp. 188-204

Persistent link: https://www.econbiz.de/10010359086

The value of financing through cross-border asset sales : shareholder returns and liquidity

Borisova, Ginka; John, Kose; Salotti, Valentina - In: The journal of corporate finance : contracting, … 22 (2013), pp. 320-344

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Value relevance of banks : global evidence

Anandarajan, Asokan; Francis, Bill B.; Hasan, Iftekhar; … - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 33-55

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Takeovers and the cross-section of returns

Cremers, Martijn; Nair, Vinay B.; John, Kose - In: The review of financial studies 22 (2009) 4, pp. 1409-1445

Persistent link: https://www.econbiz.de/10003839691

Temporal resolution of uncertainty, the investment policy of levered firms and corporate debt yields

Reisz, Alexander S.; John, Kose - 2002

Persistent link: https://www.econbiz.de/10001710124

Investor protection and firm value : evidence from PIPE offerings

John, Kose; Mateti, Ravi S.; Vasudevan, Gopala; Amira, … - In: Journal of financial stability 26 (2016), pp. 78-89

Persistent link: https://www.econbiz.de/10011705279

Spreads and volatility in house returns

Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16

Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes of house prices and rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a distribution of prices and rents. Capital gains and rent-price...

Persistent link: https://www.econbiz.de/10013382201