| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Anatomy of Trading Strategies |
0 |
0 |
0 |
8 |
11 |
41 |
174 |
1,093 |
| Asymmetric Predictability of Conditional Variances |
2 |
2 |
10 |
56 |
3 |
4 |
23 |
192 |
| Components of short-horizon individual security returns |
1 |
7 |
17 |
56 |
8 |
24 |
75 |
173 |
| Estimation of the Bid-Ask Spread and Its Components: A New Approach |
2 |
10 |
39 |
439 |
4 |
16 |
72 |
1,375 |
| Information, trading, and volatility |
2 |
11 |
49 |
149 |
4 |
27 |
110 |
288 |
| Long-Term Market Overreaction or Biases in Computed Returns? |
2 |
10 |
45 |
142 |
5 |
19 |
89 |
356 |
| Mean Reversion in Short-Horizon Expected Returns |
1 |
4 |
21 |
166 |
3 |
13 |
63 |
545 |
| Oil and the Stock Markets |
7 |
22 |
124 |
367 |
18 |
55 |
277 |
696 |
| Price reversals *1: Bid-ask errors or market overreaction? |
3 |
3 |
10 |
92 |
3 |
9 |
22 |
168 |
| Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
2 |
13 |
63 |
575 |
| Relative Price Variability, Real Shocks, and the Stock Market |
2 |
3 |
19 |
66 |
3 |
8 |
49 |
175 |
| Stock returns and inflation: The role of the monetary sector |
4 |
15 |
58 |
145 |
7 |
26 |
100 |
279 |
| Time-Variation in Expected Returns |
2 |
7 |
39 |
216 |
9 |
19 |
88 |
541 |
| Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
6 |
19 |
3 |
4 |
18 |
74 |
| Transactions, Volume, and Volatility |
2 |
10 |
46 |
254 |
4 |
20 |
97 |
626 |
| Value versus Glamour |
0 |
0 |
7 |
37 |
0 |
0 |
17 |
105 |
| Total Journal Articles |
30 |
104 |
490 |
2,212 |
87 |
298 |
1,337 |
7,261 |