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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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Costly short-selling and stock price adjustment to earnings announcements
Reed, Adam V. - 2002
Persistent link: https://www.econbiz.de/10003780477
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
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Intra-day characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - 2009 - Nov. 2009
Persistent link: https://www.econbiz.de/10003905956
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - 2009 - This version July 2009
Persistent link: https://www.econbiz.de/10003936746
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Sales order backlogs and momentum profits
Gu, Li; Huang, Dayong - In: Journal of banking & finance 34 (2010) 7, pp. 1564-1575
Persistent link: https://www.econbiz.de/10008649457
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Long run event performance and opinion divergence
Diether, Karl B. - 2004 - VII, 54 S.
Persistent link: https://www.econbiz.de/10003386865
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Investor trading behavior and equity prices
Boyer, Brian H. - 2004
Persistent link: https://www.econbiz.de/10003551010
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - 2009 - This version: Sept. 2009
We revisit the apparent historical success of technical trading rules on daily prices of the DJIA index from 1897 to 2011, and use the False Discovery Rate as a new approach to data snooping. The advantage of the FDR over existing methods is that it selects more outperforming rules which allows...
Persistent link: https://www.econbiz.de/10003961414
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Essays in financial economics
Savor, Pavel - 2006
Persistent link: https://www.econbiz.de/10003965701