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Adverse selection and large trade volume : the implications for market efficiency
Easley, David - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 185-208
Persistent link: https://www.econbiz.de/10001125362
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How stock splits affect trading : a microstructure approach
Easley, David; O'Hara, Maureen; Saar, Gideon - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10001569196
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Factoring information into returns
Easley, David; Hvidkjær, Søren; O'Hara, Maureen - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 293-309
Persistent link: https://www.econbiz.de/10003990683
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Differential access to price information in financial markets
Easley, David; O'Hara, Maureen; Yang, Liyan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1071-1110
Persistent link: https://www.econbiz.de/10011610337
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The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel; Leipold, Markus; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
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A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.; Fisher, Adlai; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
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Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
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Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053