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Long-term market overreaction or biases in computed returns?
Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 39-63
Persistent link: https://www.econbiz.de/10001141550
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Asymmetric predictability of conditional variances
Conrad, Jennifer S. - In: The review of financial studies 4 (1991) 4, pp. 597-622
Persistent link: https://www.econbiz.de/10001120548
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The price effect of option introduction
Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 487-498
Persistent link: https://www.econbiz.de/10001072914
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Mean reversion in short-horizon expected returns
Conrad, Jennifer S. - In: The review of financial studies 2 (1989) 2, pp. 225-240
Persistent link: https://www.econbiz.de/10001106372
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Profitability of short-term contrarian strategies : implications for market efficiency
Conrad, Jennifer S. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 379-386
Persistent link: https://www.econbiz.de/10001222707
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An anatomy of trading strategies
Conrad, Jennifer S. - In: The review of financial studies 11 (1998) 3, pp. 489-519
Persistent link: https://www.econbiz.de/10001249773
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Components of short-horizon individual security returns
Conrad, Jennifer S. - In: Journal of financial economics 29 (1991) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10001112189
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Market microstructure and the ex-date return
Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1507-1519
Persistent link: https://www.econbiz.de/10001171941
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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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Institutional trading and soft dollars
Conrad, Jennifer S.; Johnson, Kevin M.; Wahal, Sunil - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 397-416
Persistent link: https://www.econbiz.de/10001575084