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Persistent link: https://www.econbiz.de/10003318633

Stock market reactions to knowledge-motivated acquisitions

Gerbaud, Ricardo Romero; York, Anne S. - In: Advances in mergers and acquisitions 6 (2007), pp. 127-156

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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements

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Persistent link: https://www.econbiz.de/10003870055

Contagion and surprises of the stock market returns

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Noise vs. news in equity returns

Chirinko, Robert S.; Foad, Hisham - 2006

What role does noise play in equity markets? Answering this question usually leads immediately to specifying a model of fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise volatility directly by focusing on the behavior of country closed-end...