| Are mutual fund managers good gamblers?
|
2023 |
Stein, Roberto |
| Liquid speed : a micro-burst fee for low-latency exchanges
|
2023 |
Brolley, Michael |
| Options market ambiguity and its information content
|
2023 |
Chen, Qiang |
| Equity premium prediction : the role of information from the options market
|
2023 |
Alexandridis, Antonios K. |
| Risk disclosure in IPO advertisement and the quality of the firm
|
2023 |
Katti, Supriya |
| Optimism, divergence of investors' opinions, and the long-run underperformance of IPOs
|
2023 |
Ikeda, Naoshi |
| Job postings and aggregate stock returns
|
2023 |
Kothari, Pratik |
| Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds
|
2023 |
Xu, Hui |
| Daily short selling around reverse stock splits
|
2023 |
Blau, Benjamin |
| Common short selling and excess comovement : evidence from a sample of LSE stocks
|
2023 |
Geraci, Marco Valerio |
| Information flow and credit rating announcements
|
2023 |
Khorram, Mehdi |
| The exit choices of European private firms : a dynamic empirical analysis
|
2023 |
Chemmanur, Thomas J. |
| Options-based systemic risk, financial distress, and macroeconomic downturns
|
2023 |
Bevilacqua, Mattia |
| The disappearing profitability of volatility-managed equity factors
|
2023 |
Angelidis, Timotheos |
| Does stock market rescue affect investment efficiency in the real sector?
|
2023 |
Jin, Ling |
| Limited investor attention and biased reactions to information : evidence from the COVID-19 pandemic
|
2023 |
Xu, Liao |
| Climate risks and realized volatility of major commodity currency exchange rates
|
2023 |
Bonato, Matteo |
| Investor sentiment, style investing, and momentum
|
2023 |
Ashour, Samar |
| Who trades at the close? : implications for price discovery and liquidity
|
2023 |
Bogousslavsky, Vincent |
| Order splitting and interacting with a counterparty
|
2023 |
Kervel, Vincent van |
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