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Volume and autocovariances in short-horizon individual security returns
Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001171963
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Death and jackpot : why do individual investors hold overpriced stocks?
Conrad, Jennifer S.; Kapadia, Nishad; Xing, Yuhang - In: Journal of financial economics 113 (2014) 3, pp. 455-475
Persistent link: https://www.econbiz.de/10010495809
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Time-variation in expected returns
Conrad, Jennifer S. - In: The journal of business : B 61 (1988) 4, pp. 409-425
Persistent link: https://www.econbiz.de/10001060208
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When is bad news really bad news?
Conrad, Jennifer S.; Cornell, Bradford; Landsman, Wayne R. - In: The journal of finance : the journal of the American … 57 (2002) 6, pp. 2507-2532
Persistent link: https://www.econbiz.de/10001721545
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Ex ante skewness and expected stock returns
Conrad, Jennifer S.; Dittmar, Robert F.; Ghysels, Eric - In: The journal of finance : the journal of the American … 68 (2013) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10009719760
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How do analyst recommendations respond to major news?
Conrad, Jennifer S.; Cornell, Bradford; Landsman, Wayne R. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10003303758
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High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.; Wahal, Sunil; Xiang, Jin - In: Journal of financial economics 116 (2015) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10011348502