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The R&D-abnormal return anomaly : a transaction cost explanation
Brockman, Paul; Chung, Dennis Y.; Shaw, Ken W. - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 385-406
Persistent link: https://www.econbiz.de/10011796634
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Market efficiency and the post-earnings announcement drift
Chung, Dennis Y.; Hrazdil, Karel - In: Contemporary accounting research : a journal of the … 28 (2011) 3, pp. 926-956
Persistent link: https://www.econbiz.de/10009378350
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Comovement, information production, and the business cycle
Brockman, Paul; Liebenberg, Ivonne; Schutte, Maria - In: Journal of financial economics 97 (2010) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10003991449
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Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
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Conference call tone and stock returns : evidence from the stock exchange of Hong Kong
Brockman, Paul; Li, Xu; Price, S. McKay - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 667-685
Persistent link: https://www.econbiz.de/10011779391
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Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long; Zurbruegg, Ralf; Brockman, Paul; Yu, … - In: Journal of commodity markets 26 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013450908
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Is idiosyncratic risk priced? : the international evidence
Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne - In: Journal of empirical finance 66 (2022), pp. 121-136
Persistent link: https://www.econbiz.de/10013370669