Asymmetric predictability of conditional variances.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.597
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1991 AND VI 4 AND IP 4
Results: 8
1
2
Estimation of the bid - ask spread and its components: a new approach.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.623
- By:
- Publication type:
- Article
3
Intraday volatility in the stock index and stock index futures markets.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.657
- By:
- Publication type:
- Article
4
The effect of information releases on the pricing and timing of equity issues.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.685
- By:
- Publication type:
- Article
5
Preplay communication, participation restrictions, and efficiency in initial public offerings.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.709
- By:
- Publication type:
- Article
6
Stock price distributions with stochastic volatility: an analytic approach.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.727
- By:
- Publication type:
- Article
7
Econometric aspects of the variance-bounds tests: a survey.
- Published in:
- Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.753
- By:
- Publication type:
- Article
8
Book review. Continuous-time finance. RC Merton.
- Published in:
- 1991
- By:
- Publication type:
- Book Review