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~language:"eng"
~person:"Faff, Robert W."
~person:"Frijns, Bart"
~subject:"Share price"
~type_genre:"Article in journal"
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Faff, Robert W.
Frijns, Bart
Gupta, Rangan
117
Narayan, Paresh Kumar
72
Zaremba, Adam
58
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55
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53
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34
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34
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33
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32
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32
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32
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31
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31
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26
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25
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Journal of banking & finance
10
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5
International review of financial analysis
4
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4
International review of economics & finance : IREF
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3
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ECONIS (ZBW)
65
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1
The effect of equity market uncertainty on informational efficiency : cross-sectional evidence
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
; …
- In:
Global finance journal
57
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014479121
Saved in:
2
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
3
Informational content of options around analyst recommendations
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International journal of managerial finance : IJMF
18
(
2022
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10013365133
Saved in:
4
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
5
Realized moments and the cross-sectional stock returns around earnings announcements
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 408-427
Persistent link: https://www.econbiz.de/10013345667
Saved in:
6
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
7
Evidence of strategic information uncertainty around opportunistic insider purchases
Rahman, Dewan
;
Oliver, Barry R.
;
Faff, Robert W.
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012495779
Saved in:
8
The cost of trading during Federal Funds Rate announcements : evidence from cross-listed stocks
Frijns, Bart
;
Indriawan, Ivan
;
Otsubo, Yoichi
;
Tourani …
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 176-187
Persistent link: https://www.econbiz.de/10012203952
Saved in:
9
Turn of the Month effect in the New Zealand stock market
Chen, Jun
;
Frijns, Bart
;
Indriawan, Ivan
;
Ren, Haodong
- In:
New Zealand economic papers
53
(
2019
)
3
,
pp. 288-306
Persistent link: https://www.econbiz.de/10012256278
Saved in:
10
Behavioural heterogeneity in the New Zealand stock market
Frijns, Bart
;
Indriawan, Ivan
- In:
New Zealand economic papers
52
(
2018
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10012025338
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