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Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests

Jokivuolle, Esa; Lanne, Markku - 1995

Persistent link: https://www.econbiz.de/10000926351

A trend factor : Any economic gains from using information over investment horizons?

Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375

Persistent link: https://www.econbiz.de/10011590910

How does short selling affect liquidity in financial markets?

Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250

Persistent link: https://www.econbiz.de/10012003551

Healthcare coinsurance elasticity coefficient estimation using monthly cross-sectional, time-series claims data

Scoggins, John F.; Weinberg, Daniel A. - In: Health economics 26 (2017) 6, pp. 795-801

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Business cycle asymmetries and the financial propagation mechanism

Stanca, Luca M. - 1999

Persistent link: https://www.econbiz.de/10001474343

Private Information behind Insider Trades : Evidence from Cross Section and Time Series

Chi, Yeguang - 2020

We examine the private information associated with insider trades using a Chinese data set. Insider buys positively forecast individual stock returns and insider sales negatively forecast individual stock returns. Classifying insiders as corporate managers and institutional investors, we find...

Persistent link: https://www.econbiz.de/10012834521