Similar Search Results - EconBiz

Currency futures-spot basis and risk premium

Inci, Ahmet Can; Lu, Biao - In: Journal of International Financial Markets, … 17 (2007) 2, pp. 180-197

Persistent link: https://www.econbiz.de/10005403381

Intraday Behavior of Stock Prices and Trades around Insider Trading

Inci, A. Can; Lu, Biao; Seyhun, H. Nejat - In: Financial Management 39 (2010) 1, pp. 323-363

"Our evidence indicates that insiders' trades provide significant new information to market participants and they are incorporated more fully in stock prices as compared to noninsiders' trades. We find that market professionals do not front-run insiders' trades. Both insiders' purchases and...

Persistent link: https://www.econbiz.de/10008676245

Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

Andrews, Donald W. K.; Lu, Biao - In: Journal of Econometrics 101 (2001) 1, pp. 123-164

Persistent link: https://www.econbiz.de/10005228580

Dampened power law : reconciling the tail behavior of financial security returns

Wu, Liuren - In: The journal of business : B 79 (2006) 3, pp. 1445-1475

Persistent link: https://www.econbiz.de/10003337016

Modeling financial security returns using Lévy processes

Wu, Liuren - In: Financial engineering, (pp. 117-162). 2008

Persistent link: https://www.econbiz.de/10003567103

Variance dynamics : joint evidence from options and high-frequency returns

Wu, Liuren - In: Journal of econometrics 160 (2011) 1, pp. 280-287

Persistent link: https://www.econbiz.de/10009242518

Estimating risk-return relations with analysts price targets

Wu, Liuren - In: Journal of banking & finance 93 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10011964650

Design and estimation of multi-currency quadratic models

Leippold, Markus; Wu, Liuren - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 167-207

Persistent link: https://www.econbiz.de/10003714174

Price discovery in the US stock options market

Simaan, Yusif E.; Wu, Liuren - In: The journal of trading 3 (2008) 1, pp. 68-86

Persistent link: https://www.econbiz.de/10003745108

A tale of two indices

Carr, Peter; Wu, Liuren - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 13-29

Persistent link: https://www.econbiz.de/10003321077

A service of the