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A reexamination of finite- and infinite-variance distributions as models of daily stock returns
Tucker, Alan L. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10001120243
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Trading halts and price discovery
Madura, Jeff; Richie, Nivine; Tucker, Alan L. - In: Journal of financial services research : JFSR 30 (2006) 3, pp. 311-328
Persistent link: https://www.econbiz.de/10003408047
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Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory - In: Advances in futures and options research : a research annual 5 (1991), pp. 297-308
Persistent link: https://www.econbiz.de/10001123282
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Factors affecting returns across stock markets
Madura, Jeff - In: Global finance journal 8 (1997) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001228429