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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Announcement effect"
~subject:"United States"
~type:"article"
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Announcement effect
United States
Handelsvolumen der Börse
14
Trading volume
14
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9
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7
Share price
7
Capital market returns
4
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9
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Babbel, David F.
1
Balduzzi, Pierluigi
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Bamber, Linda S.
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Barron, Orie E.
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Byun, Suk Joon
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Chordia, Tarun
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Elton, Edwin J.
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Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
32
The review of financial studies
29
Journal of banking & finance
23
The journal of futures markets
22
Journal of financial economics
18
Journal of financial markets
18
Review of quantitative finance and accounting
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied financial economics
9
Finance research letters
8
The journal of business : B
7
International review of financial analysis
6
Journal of accounting, auditing & finance
6
Journal of economics and finance
6
The accounting review : a publication of the American Accounting Association
6
Journal of financial intermediation
5
The European journal of finance
5
International journal of managerial finance : IJMF
4
International review of economics & finance : IREF
4
Journal of empirical finance
4
Journal of international accounting auditing & taxation
4
Journal of international financial markets, institutions & money
4
The journal of financial research
4
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
4
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
Investment management and financial innovations
3
Managerial finance
3
Pacific-Basin finance journal
3
Review of financial economics : RFE
3
The journal of structured finance
3
The journal of trading
3
American journal of finance and accounting
2
Economic policy review
2
Economics letters
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Finance a úvěr
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1
Buyers versus sellers : who initiates trades, and when?
Chordia, Tarun
;
Goyal, Amit
;
Jegadeesh, Narasimhan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1467-1490
Persistent link: https://www.econbiz.de/10011665130
Saved in:
2
Continuing overreaction and stock return predictability
Byun, Suk Joon
;
Lim, Sonya Seongyeon
;
Yun, Sang Hyun
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 2015-2046
Persistent link: https://www.econbiz.de/10011654753
Saved in:
3
Volume and volatility in a common-factor mixture of distributions model
He, Xiaojun
;
Velu, Raja P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10010407917
Saved in:
4
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
5
Correlated order flow : pervasiveness, sources, and pricing effects
Harford, Jarrad
;
Kaul, Aditya
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10002698986
Saved in:
6
The effect of transaction size on off-the-run treasury prices
Babbel, David F.
;
Merrill, Craig B.
;
Meyer, Mark F.
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 595-611
Persistent link: https://www.econbiz.de/10002233851
Saved in:
7
Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
Saved in:
8
Differential interpretations and trading volume
Bamber, Linda S.
;
Barron, Orie E.
;
Stober, Thomas L.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001453440
Saved in:
9
A trading volume benchmark : theory and evidence
Tkac, Paula A.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001436342
Saved in:
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