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 |
1 |
3 |
23 |
2,388 |
Asymmetric Predictability of Conditional Variances |
0 |
1 |
1 |
108 |
1 |
2 |
4 |
354 |
Components of short-horizon individual security returns |
0 |
0 |
0 |
103 |
0 |
1 |
2 |
390 |
Estimation of the Bid-Ask Spread and Its Components: A New Approach |
0 |
0 |
4 |
523 |
1 |
1 |
9 |
1,614 |
Information, trading, and volatility |
0 |
0 |
0 |
246 |
0 |
0 |
2 |
553 |
Long-Term Market Overreaction or Biases in Computed Returns? |
0 |
0 |
2 |
392 |
1 |
2 |
10 |
915 |
Mean Reversion in Short-Horizon Expected Returns |
1 |
1 |
5 |
278 |
1 |
4 |
10 |
851 |
Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
0 |
58 |
0 |
1 |
3 |
145 |
Oil and the Stock Markets |
4 |
6 |
36 |
1,354 |
8 |
15 |
82 |
3,404 |
Price reversals *1: Bid-ask errors or market overreaction? |
0 |
0 |
0 |
146 |
0 |
1 |
13 |
347 |
Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
849 |
Relative Price Variability, Real Shocks, and the Stock Market |
1 |
1 |
2 |
124 |
1 |
2 |
4 |
370 |
Stock returns and inflation: The role of the monetary sector |
0 |
0 |
2 |
375 |
0 |
0 |
5 |
841 |
Time-Variation in Expected Returns |
1 |
1 |
4 |
465 |
2 |
3 |
21 |
1,289 |
Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
137 |
Transactions, Volume, and Volatility |
0 |
2 |
9 |
480 |
2 |
5 |
19 |
1,205 |
Total Journal Articles |
7 |
12 |
65 |
4,697 |
19 |
41 |
212 |
15,652 |