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New evidence on the forward premium puzzle
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 875-897
Persistent link: https://www.econbiz.de/10011610136
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A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
Richardson, Matthew; Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10006710009
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Econometrics of financial models and market microstructure effects
Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10001175119
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Econometrics of Financial Models and Market Microstructure Effects
Smith, Tom - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10006709988