Similar Search Results

Do dividend initiations signal a reduction in risk? : evidence from the option market

Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10010345141

The day-of-the-week and the week-of-the-month effects : an analysis of investors' trading activities

Brusa, Jorge; Liu, Pu - In: Review of quantitative finance and accounting 23 (2004) 1, pp. 19-30

Persistent link: https://www.econbiz.de/10002248428

The "reverse" weekend effect : the US market versus international markets

Brusa, Jorge; Liu, Pu; Schulman, Craig T. - In: International review of financial analysis 12 (2003) 3, pp. 267-286

Persistent link: https://www.econbiz.de/10001782444

The exploitation of inside information at the Wall Street journal : a test of strong form efficiency

Syed, Azmat A. - In: The financial review : the official publication of the … 24 (1989) 4, pp. 567-579

Persistent link: https://www.econbiz.de/10001103525

Stock price elasticity of option premium

Liu, Pu - In: Advances in investment analysis and portfolio … 1 (1991), pp. 83-90

Persistent link: https://www.econbiz.de/10001134294

The impact of split bond ratings on risk premia

Liu, Pu - In: The financial review : the official publication of the … 22 (1987) 1, pp. 71-85

Persistent link: https://www.econbiz.de/10001028869

Stock price reactions to the Wall street journal's securities recommendations

Liu, Pu - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 399-410

Persistent link: https://www.econbiz.de/10001096416

The impact of the insider trading scandal on the information content of the Wall Street Journal "Heard on the Street" column

Liu, Pu - In: The journal of financial research 15 (1992) 2, pp. 181-188

Persistent link: https://www.econbiz.de/10001143841

Outperformance Certificates : analysis, pricing, interpretation, and performance

Hernández, Rodrigo; Lee, Wayne Y.; Liu, Pu; Dai, Tian-Shyr - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 691-713

Persistent link: https://www.econbiz.de/10009739602

The Information Content of Standard & Poor's Common Stock Ranking Changes

Felton, James - 2013

This study examines the information content of Standard & Poor's common stock ranking changes. Since prior studies find Standard & Poor's common stock rankings provide investors with a measure of risk, a ranking change may signify a change in risk. Common stock ranking changes made by Standard &...

Persistent link: https://www.econbiz.de/10013086169