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51
Information diffusion and momentum in laboratory markets
Lin, Shengle
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
4
,
pp. 357-372
Persistent link: https://www.econbiz.de/10011566156
Saved in:
52
The persistent and informative distribution of returns on capital
Dos Santos, Paulo
;
Yang, Jangho
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 156-165
Persistent link: https://www.econbiz.de/10012156590
Saved in:
53
Multiperiod portfolio optimization and the value of risk information
Cargill, Thomas F.
- In:
Advances in financial planning and forecasting
2
(
1987
),
pp. 245-267
Persistent link: https://www.econbiz.de/10001110085
Saved in:
54
Public information arrival and volatility of intraday stock returns
Kalev, Petko S.
;
Liu, Wai-man
;
Pham, Peter Kien
; …
- In:
Journal of banking & finance
28
(
2004
)
6
,
pp. 1441-1467
Persistent link: https://www.econbiz.de/10002049619
Saved in:
55
Trading and returns under periodic market closures
Hong, Harrison G.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 297-354
Persistent link: https://www.econbiz.de/10001496996
Saved in:
56
Heterogenous relationship between IPO return and risk across idiosyncratic variance characteristics
Beneda, Nancy
;
Zhang, Yilei
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1298-1316
Persistent link: https://www.econbiz.de/10003903777
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57
Hierarchical information and the rate of information diffusion
Xue, Yi
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
36
(
2012
)
9
,
pp. 1372-1401
Persistent link: https://www.econbiz.de/10009655665
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58
Essays on information and investment
Reuter, Jonathan Michael
-
2002
Persistent link: https://www.econbiz.de/10001742597
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59
Short-sales constraints and stock return asymmetry : evidence from the Chinese stock markets
Hueng, C. James
- In:
Applied financial economics
16
(
2006
)
10
,
pp. 707-716
Persistent link: https://www.econbiz.de/10003334984
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60
Gradual information diffusion and contrarian strategies
Yalçın, Atakan
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
3
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003747274
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