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He, Zhongzhi; Huh, Sahn-Wook; Lee, Bong-Soo - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 707-739

Persistent link: https://www.econbiz.de/10008640643

Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities

Han, Seung-Oh; Huh, Sahn-Wook; Park, Jeayoung - In: Journal of empirical finance 70 (2023), pp. 276-307

Persistent link: https://www.econbiz.de/10014423707

Dynamic Factors and Asset Pricing

He, Zhongzhi; Huh, Sahn-Wook; Lee, Bong-Soo - In: Journal of Financial and Quantitative Analysis 45 (2010) 03, pp. 707-737

This study develops an econometric model that incorporates features of price dynamics across assets as well as through time. With the dynamic factors extracted via the Kalman filter, we formulate an asset pricing model, termed the dynamic factor pricing model (DFPM). We then conduct asset...

Persistent link: https://www.econbiz.de/10008587114

Social networks and corporate governance

Subrahmanyam, Avanidhar - In: European financial management : the journal of the … 14 (2008) 4, pp. 633-662

Persistent link: https://www.econbiz.de/10003763211

The economics of law enforcement and insider trading

Subrahmanyam, Avanidhar - In: The Indian economic journal 49 (2001/02) 2, pp. 53-64

Persistent link: https://www.econbiz.de/10003345619

Optimal financial education

Subrahmanyam, Avanidhar - In: Review of financial economics : RFE 18 (2009) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10003832500

The implications of liquidity and order flows for neoclassical finance

Subrahmanyam, Avanidhar - In: Pacific-Basin finance journal 17 (2009) 5, pp. 527-532

Persistent link: https://www.econbiz.de/10003895329

Behavioural finance: a review and synthesis

Subrahmanyam, Avanidhar - In: European financial management : the journal of the … 14 (2008) 1, pp. 12-29

Persistent link: https://www.econbiz.de/10003694317

Liquidity, return and order-flow linkages between REITs and the stock market

Subrahmanyam, Avanidhar - In: Real estate economics : journal of the American Real … 35 (2007) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10003559674

The cross-section of expected stock returns : what have we learnt from the past twenty-five years of research?

Subrahmanyam, Avanidhar - In: European financial management : the journal of the … 16 (2010) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10003926687