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 |
Retail trading and analyst coverage
|
2023 |
Martineau, Charles |
Mood, attention, and household trading : evidence from terrorist attacks
|
2023 |
Wang, Albert Yan |
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
|
2023 |
Faias, José Afonso |
ETF ownership and firm-specific information in corporate bond returns
|
2023 |
Rhodes, Meredith E. |
Tracking speculative trading
|
2023 |
Boos, Dominik |
Strategic trading by insiders in the presence of institutional investors
|
2023 |
Hoang Lai Trung |
COVID-19 pandemic and the stock market : liquidity, price efficiency, and trading
|
2023 |
Chung, Kee H. |
The race to exploit anomalies and the cost of slow trading
|
2023 |
Kaplanski, Guy |