Do Analysts' Notes Provide New Information? Journal of Accounting, Auditing and Finance, Forthcoming Gus De Franco
and
Ole-Kristian Hope
University of Toronto - Rotman School of Management
and
University of Toronto - Rotman School of Management
Date Posted: May 30, 2009 Last Revised: August 11, 2009
Working Paper Series 424 downloads
Differential Access to Price Information in Financial Markets Johnson School Research Paper Series No. 11-2011 David Easley ,
Maureen O'Hara and
Liyan Yang
Cornell University - Department of Economics
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
University of Toronto - Rotman School of Management
Date Posted: March 18, 2011 Last Revised: February 18, 2013
Working Paper Series 422 downloads
Liquidity Shocks and Stock Market Reactions Fordham University Schools of Business Research Paper No. 2020476 Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: March 13, 2012 Last Revised: July 09, 2012
Working Paper Series 421 downloads
Capitalizing on Capitol Hill: Informed Trading by Hedge Fund Managers Fifth Singapore International Conference on Finance 2011 , AFA 2012 Chicago Meetings Paper Jiekun Huang
and
Meng Gao
National University of Singapore (NUS) - Department of Finance
and
National University of Singapore, RMI
Date Posted: November 13, 2010 Last Revised: September 28, 2011
Working Paper Series 420 downloads
Dubai Crisis Ashraf Alsukker
Australian Catholic University (ACU)
Date Posted: August 25, 2010
Working Paper Series 420 downloads
Digesting Anomalies: An Investment Approach Fisher College of Business Working Paper No. 2012-03-021, Charles A. Dice Center Working Paper No. 2012-021 Kewei Hou ,
Chen Xue
and
Lu Zhang
Ohio State University (OSU) - Department of Finance
,
University of Cincinnati
and
Ohio State University - Fisher College of Business
Date Posted: September 26, 2012 Last Revised: December 05, 2012
Working Paper Series 418 downloads
Value Investing in Credit Markets Review of Accounting Studies, Vol. 17, No. 3, 2012 Maria M. Correia
and
A. Irem Tuna
London Business School
and
London Business School
Date Posted: April 04, 2011 Last Revised: October 16, 2012
Accepted Paper Series 418 downloads
Glamour Brands and Glamour Stocks AFA 2011 Denver Meetings Paper Matthew T. Billett ,
Zhan Jiang
and
Lopo Rego
Indiana University - Kelley School of Business
,
Shanghai Advanced Institute of Finance (SAIF)
and
Indiana University Bloomington - Department of Marketing
Date Posted: March 17, 2010 Last Revised: April 11, 2012
Working Paper Series 417 downloads
Interbank Contagion at Work: Evidence from a Natural Experiment Review of Financial Studies, Forthcoming Rajkamal Iyer
and
Jose-Luis Peydro
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: April 18, 2006 Last Revised: November 09, 2009
Accepted Paper Series 417 downloads
Market Sentiment: A Tragedy of the Commons Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-07 Tarek A. Hassan and
Thomas M. Mertens
University of Chicago - Booth School of Business
and
New York University (NYU) - Department of Finance
Date Posted: December 19, 2010 Last Revised: July 29, 2011
Working Paper Series 417 downloads
Rating-Based Investment Norms and Bond Market Segmentation WFA 2012 Las Vegas Meetings Paper, Swiss Finance Institute Research Paper No. 10-30 Zhihua Chen
,
Aziz A. Lookman
,
Norman Schürhoff
and
Duane J. Seppi
School of Finance, Shanghai University of Finance and Economics
,
Moody's Research Labs
,
University of Lausanne
and
Carnegie Mellon University - David A. Tepper School of Business
Date Posted: February 16, 2009 Last Revised: April 26, 2013
Working Paper Series 417 downloads
Estimating the Implied Risk Neutral Density for the U.S. Market Portfolio VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT F. ENGLE, Tim Bollerslev, Jeffrey R. Russell and Mark Watson, eds., Oxford, UK: Oxford University Press, 2008 Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 27, 2008 Last Revised: September 07, 2008
Accepted Paper Series 416 downloads