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Do today's trades affect tomorrow's IPO allocations?
Nimalendran, M.; Ritter, Jay R.; Zhang, Donghang - In: Journal of Financial Economics 84 (2007) 1, pp. 87-109
Persistent link: https://www.econbiz.de/10005478003
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Price reversals *1: Bid-ask errors or market overreaction?
Kaul, Gautam; Nimalendran, M. - In: Journal of Financial Economics 28 (1990) 1-2, pp. 67-93
Persistent link: https://www.econbiz.de/10005372509
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Components of short-horizon individual security returns
Conrad, Jennifer; Kaul, Gautam; Nimalendran, M. - In: Journal of Financial Economics 29 (1991) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10005376629
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Market evidence on the opaqueness of banking firms' assets
Flannery, Mark J.; Kwan, Simon H.; Nimalendran, M. - In: Journal of Financial Economics 71 (2004) 3, pp. 419-460
Persistent link: https://www.econbiz.de/10005376897
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Earnings expectations, investor trade size, and anomalous returns around earnings announcements
Battalio, Robert H.; Mendenhall, Richard R. - In: Journal of Financial Economics 77 (2005) 2, pp. 289-319
Persistent link: https://www.econbiz.de/10005122059