| Machine invasion : automation in information acquisition and the cross-section of stock returns
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2023 |
Pungaliya, Raunaq S. |
| Profitability anomaly and aggregate volatility risk
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2023 |
Barinov, Alexander |
| A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
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2023 |
Carverhill, Andrew |
| Sequential entry in illiquid markets
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2023 |
Fardeau, Vincent |
| On the choice of central counterparties in the EU
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2023 |
Demange, Gabrielle |
| The role of idiosyncratic jumps in stock markets
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2023 |
Lee, Suzanne S. |
| Banning dark pools : venue selection and investor trading costs
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2023 |
Neumeier, Christian |
| Dissecting the listing gap : mergers, private equity, or regulation?
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2023 |
Lattanzio, Gabriele |
| Net buying pressure and the information in bitcoin option trades
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2023 |
Alexander, Carol |
| Informed options strategies before corporate events
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2023 |
Augustin, Patrick |
| The Bank of Japan's equity purchases and stock illiquidity
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2023 |
El Kalak, Izidin |
| Local institutional investors and debt maturity
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2023 |
Wang, Qin |
| Are mutual fund managers good gamblers?
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2023 |
Stein, Roberto |
| Liquid speed : a micro-burst fee for low-latency exchanges
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2023 |
Brolley, Michael |
| Options market ambiguity and its information content
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2023 |
Chen, Qiang |
| Equity premium prediction : the role of information from the options market
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2023 |
Alexandridis, Antonios K. |
| Risk disclosure in IPO advertisement and the quality of the firm
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2023 |
Katti, Supriya |
| Optimism, divergence of investors' opinions, and the long-run underperformance of IPOs
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2023 |
Ikeda, Naoshi |
| Job postings and aggregate stock returns
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2023 |
Kothari, Pratik |
| Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds
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2023 |
Xu, Hui |
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