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Delayed reaction to good news and the cross-autocorrelation of portfolio returns

McQueen, Grant R. - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 889-919

Persistent link: https://www.econbiz.de/10001203637

Stock prices, news, and business conditions

McQueen, Grant R.; Roley, Vernon Vance - 1990

Persistent link: https://www.econbiz.de/10000804734

Stock prices, news, and business conditions

McQueen, Grant R.; Roley, Vernon Vance - 1990

Persistent link: https://www.econbiz.de/10000810242

Rushing to overpay : modeling and measuring the REIT premium

Akin, S. Nuray; Lambson, Val E.; McQueen, Grant R.; … - In: The journal of real estate finance and economics 47 (2013) 3, pp. 506-537

Persistent link: https://www.econbiz.de/10010200511

Tests of the nominal contracting hypothesis using stocks and bonds of the same firms

Chang, Eric Chieh - In: Journal of banking & finance 16 (1992) 3, pp. 477-496

Persistent link: https://www.econbiz.de/10001125884

Stock prices, news, and business conditions

McQueen, Grant R. - In: The review of financial studies 6 (1993) 3, pp. 683-707

Persistent link: https://www.econbiz.de/10001159894

Soft strategic information and IPO underpricing

Brau, James C.; Cicon, James; McQueen, Grant R. - In: The journal of behavioral finance : a publication of … 17 (2016) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011642903

Right on schedule : CEO option grants and opportunism

Daines, Robert M.; McQueen, Grant R.; Schonlau, Robert J. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1025-1058

Persistent link: https://www.econbiz.de/10011929960

Stock Prices, News, and Business Conditions

McQueen, Grant - 1990

Previous research finds that fundamental macroeconomic news has little effect on stock prices. This study shows that after allowing for different stages of the business cycle, a stronger relationship between stock prices and news is evident. In particular, the empirical results suggest that the...

Persistent link: https://www.econbiz.de/10012475513

A further analysis of the lead-lag relationship between the cash market and stock index futures market

Chan, Kalok - In: The review of financial studies 5 (1992) 1, pp. 132-152

Persistent link: https://www.econbiz.de/10001119820