| 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 |
5 |
11 |
27 |
2,399 |
| Asymmetric Predictability of Conditional Variances |
1 |
1 |
2 |
109 |
2 |
3 |
6 |
357 |
| Components of short-horizon individual security returns |
0 |
0 |
0 |
103 |
0 |
3 |
5 |
393 |
| Estimation of the Bid-Ask Spread and Its Components: A New Approach |
0 |
1 |
4 |
524 |
2 |
5 |
10 |
1,619 |
| Information, trading, and volatility |
0 |
0 |
0 |
246 |
1 |
2 |
4 |
555 |
| Long-Term Market Overreaction or Biases in Computed Returns? |
0 |
0 |
2 |
392 |
3 |
6 |
14 |
921 |
| Mean Reversion in Short-Horizon Expected Returns |
0 |
1 |
6 |
279 |
3 |
6 |
16 |
857 |
| Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
0 |
58 |
0 |
6 |
8 |
151 |
| Oil and the Stock Markets |
5 |
12 |
34 |
1,366 |
8 |
24 |
79 |
3,428 |
| Price reversals *1: Bid-ask errors or market overreaction? |
0 |
0 |
0 |
146 |
1 |
1 |
12 |
348 |
| Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
4 |
5 |
9 |
854 |
| Relative Price Variability, Real Shocks, and the Stock Market |
0 |
2 |
4 |
126 |
1 |
8 |
12 |
378 |
| Stock returns and inflation: The role of the monetary sector |
0 |
0 |
0 |
375 |
2 |
5 |
7 |
846 |
| Time-Variation in Expected Returns |
1 |
4 |
8 |
469 |
4 |
18 |
32 |
1,307 |
| Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
0 |
37 |
0 |
3 |
3 |
140 |
| Transactions, Volume, and Volatility |
0 |
2 |
8 |
482 |
5 |
14 |
28 |
1,219 |
| Total Journal Articles |
7 |
23 |
68 |
4,720 |
41 |
120 |
272 |
15,772 |