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Profitability of monumentum strategies in the international equity markets
Chan, Kalok; Hameed, Allaudeen; Tong, Wilson H. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 153-172
Persistent link: https://www.econbiz.de/10001510053
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The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Chan, Kalok - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001217162
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Investor heterogeneity and liquidity
Chan, Kalok; Cheng, Si; Hameed, Allaudeen - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2798-2833
Persistent link: https://www.econbiz.de/10013428943
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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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Opening and Closing the Market: Evidence from the London Stock Exchange
Ellul, Andrew; Shin, Hyun Song; Tonks, Ian - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 779-802
Persistent link: https://www.econbiz.de/10006691402
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Opening and closing the market : evidence from the London stock exchange
Ellul, Andrew; Shin, Hyun Song; Tonks, Ian - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 779-802
Persistent link: https://www.econbiz.de/10003242807
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Do financial analysts restrain insiders' informational advantage?
Ellul, Andrew; Panayides, Marios - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 203-241
Persistent link: https://www.econbiz.de/10011929419
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Profitability of Momentum Strategies in the International Equity Markets
Chan, Kalok; Hameed, Allaudeen; Tong, Wilson - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 153-172
Persistent link: https://www.econbiz.de/10006698104
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The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10006707544