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Differential interpretations and trading volume
Bamber, Linda S.; Barron, Orie E.; Stober, Thomas L. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 369-386
Persistent link: https://www.econbiz.de/10001453440
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Does public financial news resolve asymmetric information?
Tetlock, Paul C. - In: The review of financial studies 23 (2010) 9, pp. 3520-3557
Persistent link: https://www.econbiz.de/10008664102
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Investing when knowledge is limited : essays in financial economics
Walden, Johan - 2005
Persistent link: https://www.econbiz.de/10003555363
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Rational and near-rational bubbles without drift
Lansing, Kevin J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003722266
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Stock prices and market fundamentals in a consumption-based capital-asset-pricing model
Scott, Louis O. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 45-69
Persistent link: https://www.econbiz.de/10001112445
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Are transactions and market orders more important than limit orders in the quote updating process?
Kaniel, Ron; Liu, Hong - 1998
Persistent link: https://www.econbiz.de/10000992752
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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651
Persistent link: https://www.econbiz.de/10009760568
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Insider signaling and seasoned equity offerings
Hull, Robert M.; Kwak, Sungkyu; Walker, Rosemary - In: Managerial finance 36 (2010) 8, pp. 703-721
Persistent link: https://www.econbiz.de/10008758183