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Flashes of trading intent at NASDAQ
Skjeltorp, Johannes A.; Sojli, Elvira; Tham, Wing Wah - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 165-196
Persistent link: https://www.econbiz.de/10011577543
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Quoting activity and the cost of capital
Rosu, Ioanid; Sojli, Elvira; Tham, Wing Wah - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2764-2799
Persistent link: https://www.econbiz.de/10012705192
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Deleting unreported innovation
Koh, Ping-Sheng; Reeb, David M.; Sojli, Elvira; Tham, … - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2324-2354
Persistent link: https://www.econbiz.de/10013367091
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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10007614822
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577