Price Impact or Trading Volume: Why Is the Amihud (2002) Measure Priced?
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 12, p. 4481, doi. 10.1093/rfs/hhx072
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- Publication type:
- Article
Works matching IS 08939454 AND DT 2017 AND VI 30 AND IP 12
Results: 10
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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices.
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- Review of Financial Studies, 2017, v. 30, n. 12, p. 4437, doi. 10.1093/rfs/hhx084
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- Publication type:
- Article
3
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns.
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- Review of Financial Studies, 2017, v. 30, n. 12, p. 4389, doi. 10.1093/rfs/hhx019
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- Publication type:
- Article
4
Rational Opacity.
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- Review of Financial Studies, 2017, v. 30, n. 12, p. 4317, doi. 10.1093/rfs/hhx034
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- Publication type:
- Article
5
Authority, Consensus, and Governance.
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- Review of Financial Studies, 2017, v. 30, n. 12, p. 4267, doi. 10.1093/rfs/hhx068
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- Publication type:
- Article
6
Product Market Competition and Industry Returns.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 12, p. 4216, doi. 10.1093/rfs/hhx033
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- Publication type:
- Article
7
Risk Management with Supply Contracts.
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- Review of Financial Studies, 2017, v. 30, n. 12, p. 4179, doi. 10.1093/rfs/hhx051
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- Publication type:
- Article
8
Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 12, p. 4349, doi. 10.1093/rfs/hhx052
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- Publication type:
- Article
9
International Corporate Diversification and Financial Flexibility.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 12, p. 4133, doi. 10.1093/rfs/hhx065
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- Publication type:
- Article
10
Does Hedging Affect Firm Value? Evidence from a Natural Experiment.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 12, p. 4083, doi. 10.1093/rfs/hhx069
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- Publication type:
- Article