1

Asset Pricing Models and Financial Market Anomalies

Year:
2006
Language:
english
File:
PDF, 2.75 MB
english, 2006
2

Market Liquidity and Trading Activity

Year:
2001
Language:
english
File:
PDF, 1.01 MB
english, 2001
3

Order imbalance and individual stock returns: Theory and evidence

Year:
2004
Language:
english
File:
PDF, 265 KB
english, 2004
5

Commonality in liquidity

Year:
2000
Language:
english
File:
PDF, 171 KB
english, 2000
6

Liquidity and Autocorrelations in Individual Stock Returns

Year:
2006
Language:
english
File:
PDF, 3.59 MB
english, 2006
7

p-Hacking: Evidence from Two Million Trading Strategies

Year:
2017
Language:
english
File:
PDF, 514 KB
english, 2017
8

Liquidity and market efficiency

Year:
2008
Language:
english
File:
PDF, 271 KB
english, 2008
9

Order imbalance, liquidity, and market returns

Year:
2002
Language:
english
File:
PDF, 158 KB
english, 2002
12

Momentum, Business Cycle, and Time-varying Expected Returns

Year:
2002
Language:
english
File:
PDF, 179 KB
english, 2002
14

Trading activity and expected stock returns

Year:
2001
Language:
english
File:
PDF, 175 KB
english, 2001
18

Anomalies and financial distress

Year:
2013
Language:
english
File:
PDF, 682 KB
english, 2013
19

Trends in the Cross-Section of Expected Stock Returns

Year:
2012
Language:
english
File:
PDF, 436 KB
english, 2012
22

Synthetic applications of the dearomatization agent pentaammineosmium(II)

Year:
2001
Language:
english
File:
PDF, 626 KB
english, 2001
23

Trading Volume and Cross-Autocorrelations in Stock Returns

Year:
2000
Language:
english
File:
PDF, 122 KB
english, 2000
24

Market Liquidity and Trading Activity

Year:
2001
Language:
english
File:
PDF, 1.75 MB
english, 2001
25

Evidence on the speed of convergence to market efficiency

Year:
2005
Language:
english
File:
PDF, 261 KB
english, 2005
26

Asset Pricing Models and Financial Market Anomalies

Year:
2006
Language:
english
File:
PDF, 260 KB
english, 2006
28

High-frequency trading

Year:
2013
Language:
english
File:
PDF, 171 KB
english, 2013
29

Liquidity Dynamics and Cross-Autocorrelations

Year:
2010
Language:
english
File:
PDF, 496 KB
english, 2010
30

Joint Recognition of Raag and Tonic in North Indian Music

Year:
2013
Language:
english
File:
PDF, 817 KB
english, 2013
31

Momentum, Business Cycle, and Time-Varying Expected Returns

Year:
2002
Language:
english
File:
PDF, 771 KB
english, 2002
37

True Spreads and Equilibrium Prices

Year:
2001
Language:
english
File:
PDF, 170 KB
english, 2001
38

Liquidity Dynamics Across Small and Large Firms

Year:
2004
Language:
english
File:
PDF, 186 KB
english, 2004
39

Liquidity and Autocorrelations in Individual Stock Returns

Year:
2006
Language:
english
File:
PDF, 233 KB
english, 2006
40

Momentum and Credit Rating

Year:
2007
Language:
english
File:
PDF, 95 KB
english, 2007
41

Inflation Illusion and Post-Earnings-Announcement Drift

Year:
2005
Language:
english
File:
PDF, 206 KB
english, 2005
42

The Impact of Trades on Daily Volatility

Year:
2006
Language:
english
File:
PDF, 3.41 MB
english, 2006
43

The structure of mutual fund charges

Year:
1996
Language:
english
File:
PDF, 2.18 MB
english, 1996
44

Predicting stock returns

Year:
2006
Language:
english
File:
PDF, 343 KB
english, 2006
45

Earnings and price momentum

Year:
2006
Language:
english
File:
PDF, 296 KB
english, 2006
47

Recent trends in trading activity and market quality

Year:
2011
Language:
english
File:
PDF, 922 KB
english, 2011
48

An Empirical Analysis of Stock and Bond Market Liquidity

Year:
2004
Language:
english
File:
PDF, 394 KB
english, 2004
49

Credit ratings and the cross-section of stock returns

Year:
2009
Language:
english
File:
PDF, 296 KB
english, 2009
50

Molecular mobility of nitroxyl-labelled taxol during tubulin assembly

Year:
1997
Language:
english
File:
PDF, 434 KB
english, 1997