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An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping; Hou, Weijie; Zhou, Shengyi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
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A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer; Maheswaran, S. - In: Financial markets and portfolio management 34 (2020) 3, pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
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The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence
Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17
Persistent link: https://www.econbiz.de/10012139945
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The impact of analyst-investor disagreement on the cross-section of implied cost of capital
Makrominas, Michalis - In: Australian journal of management 40 (2015) 2, pp. 224-244
Persistent link: https://www.econbiz.de/10011342894
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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - In: Hitotsubashi journal of economics 54 (2013) 2, pp. 231-250
Persistent link: https://www.econbiz.de/10010343650
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Soft-talk management cash flow forecasts : verifiability, credibility and stock price effects
Cao, Yan (contributor); Wasley, Charles E. (contributor);  … - 2007 - Current draft: December 30, 2007
Persistent link: https://www.econbiz.de/10003785030
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Game hoarding in Europe : stock-price consequences of local bias?
Aabo, Tom; Pantzalis, Christos; Sørensen, Maja Stoholm - In: The European journal of finance 19 (2013) 3/4, pp. 318-335
Persistent link: https://www.econbiz.de/10010243638
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Stock weighting and nontrading bias in estimated portfolio returns
Gray, Philip K. - In: Accounting and finance : journal of the Accounting … 54 (2014) 2, pp. 467-503
Persistent link: https://www.econbiz.de/10010373402