| 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 |
7 |
38 |
2,425 |
| Asymmetric Predictability of Conditional Variances |
0 |
0 |
1 |
109 |
0 |
0 |
8 |
361 |
| Components of short-horizon individual security returns |
0 |
0 |
1 |
104 |
0 |
2 |
8 |
398 |
| Estimation of the Bid-Ask Spread and Its Components: A New Approach |
0 |
0 |
3 |
526 |
2 |
2 |
23 |
1,636 |
| Information, trading, and volatility |
0 |
0 |
0 |
246 |
0 |
2 |
12 |
565 |
| Long-Term Market Overreaction or Biases in Computed Returns? |
0 |
0 |
1 |
393 |
1 |
4 |
23 |
937 |
| Mean Reversion in Short-Horizon Expected Returns |
0 |
0 |
4 |
281 |
2 |
3 |
23 |
873 |
| Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
1 |
59 |
1 |
3 |
19 |
164 |
| Oil and the Stock Markets |
5 |
13 |
56 |
1,406 |
7 |
20 |
118 |
3,514 |
| Price reversals *1: Bid-ask errors or market overreaction? |
0 |
0 |
1 |
147 |
0 |
1 |
7 |
354 |
| Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
2 |
5 |
15 |
863 |
| Relative Price Variability, Real Shocks, and the Stock Market |
0 |
0 |
3 |
126 |
0 |
3 |
15 |
384 |
| Stock returns and inflation: The role of the monetary sector |
0 |
0 |
1 |
376 |
1 |
3 |
14 |
855 |
| Time-Variation in Expected Returns |
0 |
0 |
5 |
469 |
1 |
4 |
31 |
1,318 |
| Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
1 |
38 |
1 |
3 |
10 |
147 |
| Transactions, Volume, and Volatility |
1 |
2 |
7 |
487 |
10 |
17 |
56 |
1,259 |
| Total Journal Articles |
6 |
15 |
85 |
4,775 |
29 |
79 |
420 |
16,053 |