Machine invasion : automation in information acquisition and the cross-section of stock returns
|
2023 |
Pungaliya, Raunaq S. |
Profitability anomaly and aggregate volatility risk
|
2023 |
Barinov, Alexander |
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
|
2023 |
Carverhill, Andrew |
Sequential entry in illiquid markets
|
2023 |
Fardeau, Vincent |
On the choice of central counterparties in the EU
|
2023 |
Demange, Gabrielle |
The role of idiosyncratic jumps in stock markets
|
2023 |
Lee, Suzanne S. |
Banning dark pools : venue selection and investor trading costs
|
2023 |
Neumeier, Christian |
Dissecting the listing gap : mergers, private equity, or regulation?
|
2023 |
Lattanzio, Gabriele |
Net buying pressure and the information in bitcoin option trades
|
2023 |
Alexander, Carol |
Informed options strategies before corporate events
|
2023 |
Augustin, Patrick |
The Bank of Japan's equity purchases and stock illiquidity
|
2023 |
El Kalak, Izidin |
Local institutional investors and debt maturity
|
2023 |
Wang, Qin |
Market power, ambiguity, and market participation
|
2023 |
Qiu, Zhigang |
When is the order-to-trade ratio fee effective?
|
2023 |
Aggarwal, Nidhi |
Gender, learning, and earnings estimate accuracy
|
2023 |
Bhagwat, Vineet |
Newspapers tone and the overnight-intraday stock return anomaly
|
2023 |
Saadon, Yossi |
Surprise in short interest
|
2023 |
Hanauer, Matthias |
The market quality implications of speed in cross-platform trading : evidence from Frankfurt-London microwave networks
|
2023 |
Rzayev, Khaladdin |
Price bands and their effects on equity markets : evidence from a natural experiment
|
2023 |
Gatčev, Vladimir A. |
Insider trading regulation and trader migration
|
2023 |
Merl, Robert |