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Know thy neighbor : industry clusters, information spillovers, and market efficiency
Engelberg, Joseph; Ozoguz, Arzu; Wang, Sean - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1937-1961
Persistent link: https://www.econbiz.de/10011959056
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Do cross-sectional predictors contain systematic information?
Engelberg, Joseph; McLean, R. David; Pontiff, Jeffrey; … - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 3, pp. 1172-1201
Persistent link: https://www.econbiz.de/10014309475
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Risk and return in high-frequency trading
Baron, Matthew; Brogaard, Jonathan; Hagströmer, Björn; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
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High-frequency trading competition
Brogaard, Jonathan; Garriott, Corey - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1469-1497
Persistent link: https://www.econbiz.de/10012139910
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Machine learning and the stock market
Brogaard, Jonathan; Zareei, Abalfazl - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1431-1472
Persistent link: https://www.econbiz.de/10014309520
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Does shareholder litigation risk cause public firms to delist? : wvidence from securities class action lawsuits
Brogaard, Jonathan; Le, Nhan; Nguyen, Duc Duy; Sila, … - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1726-1759
Persistent link: https://www.econbiz.de/10015055426