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The Fu (2009) positive relation between idiosyncratic volatility and expected returns is due to look-ahead bias
Park, Seongkyu; Wei, K. C. John; Zhang, Linti - In: Critical finance review 12 (2023) 1/4, pp. 57-124
Persistent link: https://www.econbiz.de/10014370370
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The pricing of dividend consistency
Dobson, John M. - In: Journal of economics and finance 20 (1996) 2, pp. 47-61
Persistent link: https://www.econbiz.de/10001221337
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Extended trading hours and market microstructure : evidence from the Thai stock market
Chang, Rosita P. - In: Advances in Pacific Basin financial markets 3 (1997), pp. 73-89
Persistent link: https://www.econbiz.de/10001243751
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A naturally controlled experiment of managerial transition : sprint corporation's transfer of Len Lauer from President of PCS
Leggio, Karyl B.; Pruitt, Stephen W. - In: Applied financial economics 17 (2007) 16/18, pp. 1389-1392
Persistent link: https://www.econbiz.de/10003605845
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South African divestment decisions and shareholder wealth
Moore, Norman H. - In: Economics letters 42 (1993) 2, pp. 223-228
Persistent link: https://www.econbiz.de/10001148237
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Security price reactions around product recall announcements
Pruitt, Stephen W. - In: The journal of financial research 9 (1986) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10001019916
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Security market anticipation of consumer preference shifts : the case of automotive recalls
Pruitt, Stephen W. - In: Quarterly journal of business and economics : QJBE 25 (1986) 4, pp. 14-28
Persistent link: https://www.econbiz.de/10001020336
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The price, volatility, volume, and liquidity effects of changes in Federal Reserve margin requirements on both marginable and nonmarginable OTC stocks
Pruitt, Stephen W. - In: The industrial organization and regulation of the …, (pp. 317-340). 1996
Persistent link: https://www.econbiz.de/10001296731
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Touched by tragedy : capital market lessons from the crash of ValuJet Flight 592
Nethercutt, Leonard L. - In: Economics letters 56 (1997) 3, pp. 351-358
Persistent link: https://www.econbiz.de/10001229812
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Automotive recalls and informational efficiency
Hoffer, George E. - In: The financial review : the official publication of the … 22 (1987) 4, pp. 433-442
Persistent link: https://www.econbiz.de/10001063631