| 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 |
2 |
13 |
34 |
2,418 |
| Asymmetric Predictability of Conditional Variances |
0 |
0 |
2 |
109 |
0 |
1 |
9 |
361 |
| Components of short-horizon individual security returns |
0 |
0 |
1 |
104 |
0 |
0 |
7 |
396 |
| Estimation of the Bid-Ask Spread and Its Components: A New Approach |
0 |
2 |
3 |
526 |
0 |
9 |
21 |
1,634 |
| Information, trading, and volatility |
0 |
0 |
0 |
246 |
1 |
5 |
12 |
563 |
| Long-Term Market Overreaction or Biases in Computed Returns? |
0 |
1 |
1 |
393 |
0 |
6 |
20 |
933 |
| Mean Reversion in Short-Horizon Expected Returns |
0 |
0 |
4 |
281 |
1 |
4 |
23 |
870 |
| Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
1 |
59 |
1 |
3 |
17 |
161 |
| Oil and the Stock Markets |
7 |
20 |
49 |
1,393 |
12 |
48 |
114 |
3,494 |
| Price reversals *1: Bid-ask errors or market overreaction? |
0 |
1 |
1 |
147 |
1 |
3 |
7 |
353 |
| Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
858 |
| Relative Price Variability, Real Shocks, and the Stock Market |
0 |
0 |
3 |
126 |
0 |
1 |
13 |
381 |
| Stock returns and inflation: The role of the monetary sector |
0 |
1 |
1 |
376 |
1 |
3 |
11 |
852 |
| Time-Variation in Expected Returns |
0 |
0 |
5 |
469 |
1 |
3 |
31 |
1,314 |
| Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
1 |
38 |
0 |
2 |
7 |
144 |
| Transactions, Volume, and Volatility |
0 |
0 |
7 |
485 |
2 |
7 |
43 |
1,242 |
| Total Journal Articles |
7 |
25 |
79 |
4,760 |
22 |
110 |
379 |
15,974 |