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 |
6 |
36 |
2,373 |
Asymmetric Predictability of Conditional Variances |
0 |
0 |
1 |
107 |
1 |
2 |
4 |
352 |
Components of short-horizon individual security returns |
0 |
0 |
1 |
103 |
0 |
0 |
2 |
388 |
Estimation of the Bid-Ask Spread and Its Components: A New Approach |
0 |
1 |
4 |
520 |
0 |
1 |
15 |
1,609 |
Information, trading, and volatility |
0 |
0 |
1 |
246 |
0 |
0 |
2 |
551 |
Long-Term Market Overreaction or Biases in Computed Returns? |
0 |
0 |
3 |
390 |
1 |
2 |
9 |
908 |
Mean Reversion in Short-Horizon Expected Returns |
0 |
0 |
3 |
273 |
0 |
0 |
3 |
841 |
Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
0 |
58 |
0 |
1 |
4 |
143 |
Oil and the Stock Markets |
4 |
13 |
32 |
1,336 |
12 |
34 |
90 |
3,361 |
Price reversals *1: Bid-ask errors or market overreaction? |
0 |
0 |
1 |
146 |
1 |
2 |
5 |
337 |
Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
845 |
Relative Price Variability, Real Shocks, and the Stock Market |
1 |
1 |
1 |
123 |
2 |
2 |
3 |
368 |
Stock returns and inflation: The role of the monetary sector |
0 |
1 |
7 |
375 |
1 |
2 |
16 |
840 |
Time-Variation in Expected Returns |
1 |
1 |
3 |
462 |
2 |
6 |
20 |
1,277 |
Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
137 |
Transactions, Volume, and Volatility |
1 |
4 |
12 |
475 |
1 |
4 |
22 |
1,192 |
Total Journal Articles |
7 |
21 |
69 |
4,659 |
22 |
63 |
234 |
15,522 |