Retail trading and analyst coverage
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2023 |
Martineau, Charles |
Mood, attention, and household trading : evidence from terrorist attacks
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2023 |
Wang, Albert Yan |
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
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2023 |
Faias, José Afonso |
ETF ownership and firm-specific information in corporate bond returns
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2023 |
Rhodes, Meredith E. |
Tracking speculative trading
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2023 |
Boos, Dominik |
Strategic trading by insiders in the presence of institutional investors
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2023 |
Hoang Lai Trung |
COVID-19 pandemic and the stock market : liquidity, price efficiency, and trading
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2023 |
Chung, Kee H. |
The race to exploit anomalies and the cost of slow trading
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2023 |
Kaplanski, Guy |
Sharing the dividend tax credit pie : the influence of individual investors on ex-dividend day returns
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2023 |
Ainsworth, Andrew |
Spillover effects between liquidity risks through endogenous debt maturity
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2023 |
Wei, Xu |
Spoilt for choice : determinants of market shares in fragmented equity markets
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2023 |
Gomber, Peter |
Climate risks and state-level stock market realized volatility
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2023 |
Bonato, Matteo |
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 |