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Patterns of comovement : the role of information technology in the US economy
Chun, Hyunbae; Kim, Jung-Wook; Lee, Jason; Morck, Randall - 2004
Persistent link: https://www.econbiz.de/10002485077
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Mutual fund potential capital gain exposure and future returns
Fortin, Richard D.; Michelson, Stuart E. - In: Journal of business and economic perspectives 30 (2004) 2, pp. 26-40
Persistent link: https://www.econbiz.de/10003060721
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Employee stock ownership plans and cash flow performance of publicly traded firms
Ducy, Mary - In: American business review 15 (1997) 2, pp. 31-36
Persistent link: https://www.econbiz.de/10001220383
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How much does size erode mutual fund performance? : a regression discontinuity approach
Reuter, Jonathan; Zitzewitz, Eric - 2010
Persistent link: https://www.econbiz.de/10008660620
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Trading volume and the short and long-run components of volatility
Liesenfeld, Roman - 1997
This paper investigates the Information content of daily trading volume with respect to the long-run or high persistent and the short-run or transitory components of the volatility of daily stock market returns using bivariate mixture models. For this purpose, the Standard bivariate mixture...
Persistent link: https://www.econbiz.de/10010435593
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Trading volume and the short and long-run components of volatility
Liesenfeld, Roman - 1997
Persistent link: https://www.econbiz.de/10000641845
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Trade receivables policy of distressed firms and its effect on the costs of financial distress
Molina, Carlos A.; Preve, Lorenzo A. - In: Financial management 38 (2009) 3, pp. 663-686
Persistent link: https://www.econbiz.de/10003929327
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Cyclical effects of advertising on hotel sales, risk and return
Chen, Ming-Hsiang - In: International journal of hospitality management 46 (2015), pp. 169-179
Persistent link: https://www.econbiz.de/10011301974
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Hedge funds : where investors get it wrong (and right)
Schneeweis, Thomas - In: The journal of alternative investments 17 (2014/15) 3, pp. 115-122
Persistent link: https://www.econbiz.de/10010477138
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Trading volume and the short and long-run components of volatility
Liesenfeld, Roman - 1997
This paper investigates the Information content of daily trading volume with respect to the long-run or high persistent and the short-run or transitory components of the volatility of daily stock market returns using bivariate mixture models. For this purpose, the Standard bivariate mixture...
Persistent link: https://www.econbiz.de/10010407096