Good and bad volatility spillovers: An asymmetric connectedness
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.12.005
Make-Take Decisions under High-Frequency Trading Competition
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.05.001
Who Trades on Momentum
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.08.003
Estimating Beta: Forecast Adjustments and the Impact of Stock Characteristics for a Broad Cross-Section
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.03.001
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.04.001
Market Anomalies and Disaster Risk: Evidence from Extreme Weather Events.
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.10.003
A state-space modeling of the information content of trading volume
来源期刊:Journal of Financial MarketsDOI:10.1016/j.finmar.2019.100507
Financial sector bailouts, sovereign bailouts, and the transfer of credit risk
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.11.001
Extreme absolute strength of stocks and performance of momentum strategies
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.01.001
An Analysis of Over-the-Counter and Centralized Stock Lending Markets
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.10.004
The long-term impact of sovereign wealth fund investments
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.08.004
Strategic Trading with Risk Aversion and Information Flow
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.12.004
Implied volatility and investor beliefs in experimental asset markets
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.02.001
Beauties of the emperor: An investigation of a Chinese government bailout
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.04.002
How much do investors trade because of name/ticker confusion?
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.06.002
Jumps in Option Prices and Their Determinants: Real-Time Evidence from the E-Mini S&P 500 Option Market
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.100506
Informed contrarian trades and stock returns
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.08.002
Predicting the equity premium with the implied volatility spread
来源期刊:Journal of Financial MarketsDOI:10.1016/j.finmar.2019.100531
How rigged are stock markets? Evidence from microsecond timestamps
来源期刊:Journal of Financial MarketsDOI:10.1016/j.finmar.2019.06.003
Intraday information from S&P 500 Index futures options
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.10.001
Excess comovement in credit default swap markets: Evidence from the CDX indices
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2018.10.002
Short selling and market anomalies
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.07.001
Disposition Sales and Stock Market Liquidity
来源期刊:Journal of Financial MarketsDOI:10.1016/J.FINMAR.2019.04.003