Sell-Side Information Production in Financial Markets Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Zhaohui Chen
and
William J. Wilhelm
University of Virginia - McIntire School of Commerce
and
University of Virginia (UVA) - McIntire School of Commerce
Date Posted: October 12, 2010 Last Revised: May 23, 2012
Accepted Paper Series 69 downloads
Trading Frictions and Market Structure: An Empirical Analysis Journal of Business Finance & Accounting, Vol. 35, No. 3-4, pp. 563-579, 2008 Charlie X. Cai ,
David Hillier ,
Robert Hudson
and
Kevin Keasey
University of Leeds - Leeds University Business School (LUBS)
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
,
Newcastle University
and
University of Leeds - Division of Accounting and Finance
Date Posted: October 06, 2010
Accepted Paper Series 99 downloads
Market Power, Bank Megamergers, And the Welfare of Bank Borrowers Journal of Financial Research, Vol. 34, pp. 641-658, Mays Business School Research Paper No. 2011-8 Donald R. Fraser ,
James W. Kolari ,
Seppo Pynnonen
and
T. Kyle Tippens
Texas A&M University (TAMU) - Department of Finance
,
Texas A&M University (TAMU) - Department of Finance
,
University of Vaasa - Department of Mathematics and Statistics
and
Abilene Christian University - College of Business Administration
Date Posted: October 05, 2010 Last Revised: December 19, 2011
Accepted Paper Series 132 downloads
The Determinants of Stock and Bond Return Comovements The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper Lieven Baele
,
Geert Bekaert and
Koen Inghelbrecht
Tilburg University - Department of Finance
,
Columbia Business School - Finance and Economics
and
University College of Ghent - Department of Finance
Date Posted: October 05, 2010
Accepted Paper Series 2786 downloads
Do Anomalies Exist Ex Ante? Charles A. Dice Center Working Paper No. 2010-18, Fisher College of Business Working Paper No. 2010-03-18 Jin (Ginger) Wu
and
Lu Zhang
University of Georgia - Department of Banking and Finance
and
Ohio State University - Fisher College of Business
Date Posted: October 04, 2010 Last Revised: February 15, 2011
Working Paper Series 174 downloads
Price Discovery, Foreign Ownership, and Rule of Law Jun Cai ,
Richard Ho ,
Robert A. Korajczyk and
Zheng Zhang
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
Northwestern University - Kellogg School of Management
and
Peking University - Department of Finance, Guanghua School of Management
Date Posted: October 04, 2010 Last Revised: August 29, 2012
Working Paper Series 101 downloads
A New Approach to Tail Risk Journal of Investment Consulting, Vol. 10, No. 1, pp. 33-48, Summer 2009 Ana Cascon
and
William F. Shadwick
Omega Analysis
and
Omega Analysis
Date Posted: September 29, 2010 Last Revised: October 11, 2010
Accepted Paper Series 8 downloads
A Model of Momentum Charles A. Dice Center Working Paper No. 2010-17, Fisher College of Business Working Paper No. 2010-03-17 Laura Xiaolei Liu
and
Lu Zhang
Hong Kong University of Science & Technology
and
Ohio State University - Fisher College of Business
Date Posted: September 27, 2010 Last Revised: June 17, 2011
Working Paper Series 250 downloads
Why Heavy Tails? David E. Harris
West Virginia University
Date Posted: September 19, 2010 Last Revised: January 15, 2013
Working Paper Series 270 downloads
Pricing of Herding Y. Peter Chung
and
Sukwon Thomas Kim
University of California at Riverside
and
University of California, Riverside
Date Posted: September 18, 2010 Last Revised: August 14, 2012
Working Paper Series 121 downloads
Exchange Sponsored Analyst Research 23rd Australasian Finance and Banking Conference 2010 Paper Wen He ,
Lakshmanan Shivakumar ,
Baljit Sidhu and
David Simmonds
University of New South Wales - Australian School of Business
,
London Business School
,
University of New South Wales - Australian School of Business
and
University of New South Wales (UNSW)
Date Posted: September 17, 2010
Working Paper Series 81 downloads
