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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Börsenkurs
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Liquidity
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Efficient market hypothesis
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Effizienzmarkthypothese
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Hong Kong
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Brockman, Paul
6
Chung, Dennis Y.
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Chowdhury, Mustafa
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Guo, Tao
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Hrazdil, Karel
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Li, Xu
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Liebenberg, Ivonne
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Phan Hoang Long
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Price, S. McKay
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Schutte, Maria
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Applied financial economics
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Journal of commodity markets
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ECONIS (ZBW)
7
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1
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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2
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
Saved in:
3
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
Saved in:
4
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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5
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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6
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
Saved in:
7
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
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