Works matching DE "NEW York Stock Exchange"
Results: 895
On the Robustness of Idiosyncratic Volatility Effect.
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- Management Science, 2025, v. 71, n. 3, p. 2565, doi. 10.1287/mnsc.2022.04140
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An ACD-ECOGARCH(1,1) Model.
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- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 335, doi. 10.1093/jjfinec/nbp023
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Modeling a Multivariate Transaction Process.
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- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 143, doi. 10.1093/jjfinec/nbm020
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Stochastic Conditional Intensity Processes.
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- Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 450, doi. 10.1093/jjfinec/nbj013
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TESTING PARAMETRIC CONDITIONAL DISTRIBUTIONS OF DYNAMIC MODELS.
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- Review of Economics & Statistics, 2003, v. 85, n. 3, p. 531, doi. 10.1162/003465303322369704
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THE CAPITAL ASSET PRICING MODEL AND THE INVESTMENT HORIZON: COMMENT.
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- Review of Economics & Statistics, 1981, v. 63, n. 4, p. 633, doi. 10.2307/1935864
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Stocks of year 2020: prediction of high variations in stock prices using LSTM.
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- Multimedia Tools & Applications, 2023, v. 82, n. 7, p. 9727, doi. 10.1007/s11042-022-12390-5
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Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles.
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- Computational Economics, 2018, v. 52, n. 2, p. 627, doi. 10.1007/s10614-017-9708-2
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How Has Takeover Competition Changed Over Time?
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- Journal of Applied Corporate Finance, 2019, v. 31, n. 1, p. 81, doi. 10.1111/jacf.12331
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High‐Frequency Trading and the New Stock Market: Sense And Nonsense.
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- Journal of Applied Corporate Finance, 2017, v. 29, n. 4, p. 30, doi. 10.1111/jacf.12260
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Pick Your Poison-Fragmentation or Market Power? An Analysis of RegNMS, High Frequency Trading, and Securities Market Structure.
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- Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 8, doi. 10.1111/jacf.12061
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Earnings Predictability, Information Asymmetry, and Market Liquidity.
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- Journal of Accounting Research (Wiley-Blackwell), 2002, v. 40, n. 3, p. 561, doi. 10.1111/1475-679x.00062
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Intangible Assets and Stock Prices in the Pre-SEC Era.
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- Journal of Accounting Research (Wiley-Blackwell), 1999, v. 37, n. 3, p. 17, doi. 10.2307/2491343
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Accounting Standard-Setting Organizations and Earnings Relevance: Longitudinal Evidence From NYSE Common Stocks, 1927-93.
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- Journal of Accounting Research (Wiley-Blackwell), 1999, v. 37, n. 2, p. 293, doi. 10.2307/2491411
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The Market's Valuation of Nonreported Accounting Measures: Retrospective Reconciliations of Non-U.S and U.S. GAAP.
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- Journal of Accounting Research (Wiley-Blackwell), 1997, v. 35, n. 1, p. 115, doi. 10.2307/2491470
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The Impact of Earnings Announcements on the Permanent Price Effects of Block Trades.
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- Journal of Accounting Research (Wiley-Blackwell), 1995, v. 33, n. 2, p. 317, doi. 10.2307/2491490
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The Value Relevance of German Accounting Measures: An Empirical Analysis.
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- Journal of Accounting Research (Wiley-Blackwell), 1994, v. 32, n. 2, p. 187, doi. 10.2307/2491281
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Accounting Disclosure Practices in the United States and the United Kingdom.
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- Journal of Accounting Research (Wiley-Blackwell), 1994, v. 32, n. 1, p. 75, doi. 10.2307/2491388
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The Information Content of Earnings in a Discretionary Reporting Environment: Evidence from NYSE Industrials, 1905-10.
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- Journal of Accounting Research (Wiley-Blackwell), 1993, v. 31, n. 1, p. 62, doi. 10.2307/2491042
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Market Implications of Differential Amounts of Interim Information.
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- Journal of Accounting Research (Wiley-Blackwell), 1980, v. 18, n. 1, p. 255, doi. 10.2307/2490401
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Discussion of The Information Content of Annual Earnings Announcements.
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- Journal of Accounting Research (Wiley-Blackwell), 1968, v. 6, n. 3, p. 96, doi. 10.2307/2490072
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Forecasting Selected Colombian Shares Using a Hybrid ARIMA-SVR Model.
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- Mathematics (2227-7390), 2022, v. 10, n. 13, p. 2181, doi. 10.3390/math10132181
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Geometric Brownian Motion (GBM) of Stock Indexes and Financial Market Uncertainty in the Context of Non-Crisis and Financial Crisis Scenarios.
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- Mathematics (2227-7390), 2022, v. 10, n. 3, p. 309, doi. 10.3390/math10030309
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The Influence of Liquidity and Solvency on Performance within the Healthcare Industry: Evidence from Publicly Listed Companies.
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- Mathematics (2227-7390), 2021, v. 9, n. 18, p. 2231, doi. 10.3390/math9182231
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The Impact of Disturbances on the US Stock Market’s Spread and Investor Sentiment Through the Perspective of Risk Management.
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- Management Dynamics in the Knowledge Economy, 2023, v. 11, n. 1, p. 84, doi. 10.2478/mdke-2023-0006
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THE INFLUENCE OF FINANCIAL INDICATORS ON LIQUIDITY: AN EMPIRICAL ANALYSIS OF PROFITABILITY, LEVERAGE, AND FUND AGE.
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- Ekonomika, 2023, v. 69, n. 3, p. 15, doi. 10.5937/ekonomika2303015C
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Kurumsal Nakit Bulundurma Politikalarına Etki Eden Faktörler: Denizcilik İşletmeleri Üzerine Finansal Bir Analiz.
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- Itobiad: Journal of the Human & Social Science Researches / İnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2021, v. 10, n. 3, p. 2660, doi. 10.15869/itobiad.878085
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The Risk of Holding Periods across International Stock Exchanges.
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- International Journal of Business, 2015, v. 20, n. 2, p. 91
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Comparison of Neural Networks and Regression Time Series in Estimating the Development of the Afternoon Price of Palladium on the New York Stock Exchange.
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- Trends: Economics & Management / Trendy: Ekonomiky a Managementu, 2017, v. 11, n. 30, p. 73, doi. 10.13164/trends.2017.30.73
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Růstová a hodnotová investiční strategie aplikovaná na vybraných akciích z New York Stock Exchange.
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- Trends: Economics & Management / Trendy: Ekonomiky a Managementu, 2014, v. 8, n. 20, p. 22
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The effects of overproduction on future firm performance and inventory write‐downs.
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- International Transactions in Operational Research, 2021, v. 28, n. 6, p. 3493, doi. 10.1111/itor.12734
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Multistage portfolio optimization with stocks and options.
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- International Transactions in Operational Research, 2016, v. 23, n. 3, p. 593, doi. 10.1111/itor.12174
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From Shenyang to Wall Street.
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- China Business Review, 1993, v. 20, n. 3, p. 44
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Information-theoretic approach to lead-lag effect on financial markets.
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- European Physical Journal B: Condensed Matter, 2014, v. 87, n. 8, p. 1, doi. 10.1140/epjb/e2014-50108-3
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Roughness and finite size effect in the NYSE stock-price fluctuations.
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- European Physical Journal B: Condensed Matter, 2007, v. 55, n. 2, p. 135, doi. 10.1140/epjb/e2006-00240-8
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Correlation based networks of equity returns sampled at different time horizons.
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- European Physical Journal B: Condensed Matter, 2007, v. 55, n. 2, p. 209, doi. 10.1140/epjb/e2006-00414-4
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Size matters: some stylized facts of the stock market revisited.
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- European Physical Journal B: Condensed Matter, 2006, v. 51, n. 1, p. 145, doi. 10.1140/epjb/e2006-00189-6
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Non-current assets held for sale and discontinued operations: an analysis in the level of evidence and the characteristics of publicly traded Brazilian companies.
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- Revista Ambiente Contábil, 2022, v. 14, n. 2, p. 1, doi. 10.21680/2176-9036.2022v14n2ID29383
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Ativo não circulante mantido para venda e operações descontinuadas: uma análise no nível de evidenciação e nas características das companhias de capital aberto brasileiras.
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- Revista Ambiente Contábil, 2022, v. 14, n. 2, p. 1, doi. 10.21680/2176-9036.2022v14n2ID23254
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- Article
Dynamic Network Quantile Regression Model.
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- Journal of Business & Economic Statistics, 2024, v. 42, n. 2, p. 407, doi. 10.1080/07350015.2022.2093882
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Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas.
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- Journal of Business & Economic Statistics, 2023, v. 41, n. 2, p. 538, doi. 10.1080/07350015.2022.2040520
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Bootstrap Tests for High-Dimensional White-Noise.
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- Journal of Business & Economic Statistics, 2023, v. 41, n. 1, p. 241, doi. 10.1080/07350015.2021.2008407
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Dynamic Discrete Mixtures for High-Frequency Prices.
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- Journal of Business & Economic Statistics, 2022, v. 40, n. 2, p. 559, doi. 10.1080/07350015.2020.1840994
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A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics.
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- Journal of Business & Economic Statistics, 2021, v. 39, n. 4, p. 920, doi. 10.1080/07350015.2020.1739530
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High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model.
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- Journal of Business & Economic Statistics, 2021, v. 39, n. 3, p. 605, doi. 10.1080/07350015.2019.1697699
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Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence.
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- Journal of Business & Economic Statistics, 2013, v. 31, n. 2, p. 165, doi. 10.1080/07350015.2012.754313
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Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests.
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- Journal of Business & Economic Statistics, 2012, v. 30, n. 2, p. 242, doi. 10.1080/07350015.2012.663250
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Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods.
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- Journal of Business & Economic Statistics, 2007, v. 25, n. 2, p. 213, doi. 10.1198/073500106000000594
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Evaluating Models of Autoregressive Conditional Duration.
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- Journal of Business & Economic Statistics, 2006, v. 24, n. 1, p. 104, doi. 10.1198/073500105000000081
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Editor's Introduction to Panel Discussion on Analysis of High-Frequency Data.
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- Journal of Business & Economic Statistics, 2000, v. 18, n. 2, p. 139, doi. 10.1080/07350015.2000.10524855
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- Article