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Do Mutual Funds Trade on Earnings News? The Information Content of Large Active Trades.
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- Journal of Accounting, Auditing & Finance, 2024, v. 39, n. 3, p. 807, doi. 10.1177/0148558X221094905
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The effect of investor service costs on mutual fund performance.
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- Financial Review, 2023, v. 58, n. 1, p. 91, doi. 10.1111/fire.12316
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- Article
Why do investors discount earnings announced late?
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- Review of Quantitative Finance & Accounting, 2022, v. 58, n. 3, p. 977, doi. 10.1007/s11156-021-01015-x
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- Article
Hedge Fund Manager Skill and Style-Shifting.
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- Management Science, 2022, v. 68, n. 3, p. 2284, doi. 10.1287/mnsc.2020.3945
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Do short‐term institutions exploit stock return anomalies?
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- Financial Review, 2022, v. 57, n. 1, p. 69, doi. 10.1111/fire.12284
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- Article
Speculation or hedging?—Options trading prior to FOMC announcements.
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- Journal of Futures Markets, 2022, v. 42, n. 2, p. 212, doi. 10.1002/fut.22277
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- Article
Order imbalance and stock returns: New evidence from the Chinese stock market.
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- Accounting & Finance, 2021, v. 61, n. 2, p. 2809, doi. 10.1111/acfi.12684
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- Article
Market Reactions to Central Bank Interest Rate Changes: Evidence from the Chinese Stock Market.
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- Asia-Pacific Journal of Financial Studies, 2020, v. 49, n. 5, p. 803, doi. 10.1111/ajfs.12316
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- Article
When trading options is not the only option: The effects of single‐stock futures trading on options market quality.
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- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1398, doi. 10.1002/fut.22126
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- Article
Analysis of High Frequency Data in Finance: A Survey.
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- Frontiers of Economics in China, 2020, v. 15, n. 2, p. 141, doi. 10.3868/s060-011-020-0007-1
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- Article
Big Fish in a Small Pond: Institutional Trading of Penny Stocks.
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- Quarterly Journal of Finance, 2020, v. 10, n. 2, p. N.PAG, doi. 10.1142/S2010139220500056
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- Article
Sentimental mutual fund flows.
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- Financial Review, 2019, v. 54, n. 4, p. 709, doi. 10.1111/fire.12201
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- Article
Herding on Earnings News: The Role of Institutional Investors in Post–Earnings-Announcement Drift.
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- Journal of Accounting, Auditing & Finance, 2017, v. 32, n. 4, p. 536, doi. 10.1177/0148558X17705039
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- Article
Complexity of Multi-Channel Electroencephalogram Signal Analysis in Childhood Absence Epilepsy.
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- PLoS ONE, 2015, v. 10, n. 8, p. 1, doi. 10.1371/journal.pone.0134083
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- Article
Sample Entropy Analysis of EEG Signals via Artificial Neural Networks to Model Patients’ Consciousness Level Based on Anesthesiologists Experience.
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- BioMed Research International, 2015, v. 2015, p. 1, doi. 10.1155/2015/343478
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- Article
Market Reaction to Information Shocks-Does the Bloomberg and Briefing.com Survey Matter?
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- Journal of Futures Markets, 2013, v. 33, n. 10, p. 939, doi. 10.1002/fut.21564
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- Article
Stock Price Jumps and Cross-Sectional Return Predictability.
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- Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 5, p. 1, doi. 10.1017/S0022109013000513
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- Article
THE SHRINKING SPACE FOR ANOMALIES.
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- Journal of Financial Research, 2013, v. 36, n. 3, p. 299, doi. 10.1111/j.1475-6803.2013.12012.x
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- Article
A random walk down the options market.
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- Journal of Futures Markets, 2012, v. 32, n. 6, p. 505, doi. 10.1002/fut.20528
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- Article
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market.
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- Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 2, p. 527, doi. 10.1017/S0022109010000785
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- Article
ECF estimation of Markov models where the transition density is unknown.
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- Econometrics Journal, 2010, v. 13, n. 2, p. 245, doi. 10.1111/j.1368-423X.2010.00316.x
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- Article
Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R.
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- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 2, p. 503, doi. 10.1017/S0022109010000116
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- Article
Effects of the polymerization and pervaporation operating conditions on the dehydration performance of interfacially polymerized thin-film composite membranes.
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- Journal of Applied Polymer Science, 2009, v. 114, n. 3, p. 1511, doi. 10.1002/app.30661
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- Article
Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields.
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- Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 5, p. 1197, doi. 10.1017/S0022109009990330
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- Article
Enhanced mechanical and thermal properties of PS/mica and PMMA/mica nanocomposites by emulsion polymerization.
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- Polymer Composites, 2009, v. 30, n. 3, p. 351, doi. 10.1002/pc.20315
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- Article
The Information Content of Idiosyncratic Volatility.
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- Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 1, p. 1, doi. 10.1017/S0022109009090073
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- Article
Preparation of polystyrene/clay nanocomposite by suspension and emulsion polymerization.
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- Polymer Composites, 2008, v. 29, n. 4, p. 409, doi. 10.1002/pc.20412
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- Article
Synthesis and characterization of painted epoxy nanocomposites.
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- Polymer Composites, 2007, v. 28, n. 3, p. 392, doi. 10.1002/pc.20263
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- Article
Surfaceâinitiated atom transfer radical polymerization from Mg(OH)2 nanoparticles to prepare the wellâdefined polymerâMg(OH)2 nanocomposites.
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- Journal of Applied Polymer Science, 2007, v. 103, n. 6, p. 3680, doi. 10.1002/app.25742
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- Article
Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index.
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- Journal of Derivatives, 2007, v. 14, n. 3, p. 35, doi. 10.3905/jod.2007.681813
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- Article
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data.
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- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 1, doi. 10.1093/jjfineC/nbl007
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- Article
The Model-Free Implied Volatility and Its Information Content.
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- Review of Financial Studies, 2005, v. 18, n. 4, p. 1305, doi. 10.1093/rfs/hhi027
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- Article
Preparation and characterization of polypropylene–montmorillonite nanocomposites generated by in situ metallocene catalyst polymerization.
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- Journal of Applied Polymer Science, 2005, v. 95, n. 5, p. 1228
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- Article
Synthesis and properties of polystyrenemontmorillonite nanocomposites by suspension polymerization.
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- Journal of Applied Polymer Science, 2004, v. 91, n. 1, p. 101
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- Article
A Study of the Effect of Surfactants on the Properties of Polystyrene-Montmorillonite Nanocomposites.
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- Polymer Engineering & Science, 2003, v. 43, n. 1, p. 214, doi. 10.1002/pen.10018
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- Article
Synthesis and characterization of functionalized syndiotactic polystyrene copolymers.
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- Journal of Applied Polymer Science, 2002, v. 86, n. 4, p. 1038, doi. 10.1002/app.11133
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- Article
Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates.
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- International Review of Finance, 2002, v. 3, n. 3/4, p. 233, doi. 10.1111/j.1369-412X.2002.00040.x
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- Article
The characterization of organic modified clay and clay-filled PMMA nanocomposite.
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- Journal of Applied Polymer Science, 2002, v. 83, n. 8, p. 1702, doi. 10.1002/app.10093
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- Article
Stochastic Volatility and Jump-Diffusion — Implications on Option Pricing.
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- International Journal of Theoretical & Applied Finance, 1999, v. 2, n. 4, p. 409, doi. 10.1142/S0219024999000212
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- Article
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates.
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- European Finance Review, 1999, v. 3, n. 3, p. 273, doi. 10.1023/A:1009860926279
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- Article
Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities.
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- Journal of Financial & Quantitative Analysis, 1998, v. 33, n. 4, p. 465, doi. 10.2307/2331128
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- Article
A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model.
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- Econometric Theory, 1997, v. 13, n. 5, p. 615, doi. 10.1017/S0266466600006101
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- Article