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 |
7 |
39 |
2,378 |
Asymmetric Predictability of Conditional Variances |
0 |
0 |
1 |
107 |
0 |
1 |
4 |
352 |
Components of short-horizon individual security returns |
0 |
0 |
1 |
103 |
1 |
1 |
3 |
389 |
Estimation of the Bid-Ask Spread and Its Components: A New Approach |
2 |
3 |
6 |
522 |
2 |
3 |
17 |
1,611 |
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 |
0 |
2 |
9 |
908 |
Mean Reversion in Short-Horizon Expected Returns |
1 |
1 |
4 |
274 |
1 |
1 |
4 |
842 |
Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations |
0 |
0 |
0 |
58 |
0 |
0 |
4 |
143 |
Oil and the Stock Markets |
4 |
13 |
35 |
1,340 |
7 |
32 |
95 |
3,368 |
Price reversals *1: Bid-ask errors or market overreaction? |
0 |
0 |
1 |
146 |
3 |
5 |
8 |
340 |
Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
847 |
Relative Price Variability, Real Shocks, and the Stock Market |
0 |
1 |
1 |
123 |
0 |
2 |
3 |
368 |
Stock returns and inflation: The role of the monetary sector |
0 |
1 |
7 |
375 |
1 |
3 |
17 |
841 |
Time-Variation in Expected Returns |
0 |
1 |
2 |
462 |
2 |
7 |
20 |
1,279 |
Trading Volume and Transaction Costs in Specialist Markets |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
137 |
Transactions, Volume, and Volatility |
1 |
4 |
13 |
476 |
3 |
6 |
23 |
1,195 |
Total Journal Articles |
8 |
24 |
75 |
4,667 |
27 |
72 |
253 |
15,549 |