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Volatility increases subsequent to stock splits : an empirical aberration
Ohlson, James A.; Penman, Stephen H. - In: Journal of financial economics 14 (1985) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10002586533
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The distribution of earnings new over time and seasonalities in aggregate stock returns
Penman, Stephen H. - In: Journal of financial economics 18 (1987) 2, pp. 199-228
Persistent link: https://www.econbiz.de/10001027913
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Valuation of risky assets in arbitrage-free economies with transactions costs
Garman, Mark B.; Ohlson, James A. - In: Journal of financial economics 9 (1981) 3, pp. 271-280
Persistent link: https://www.econbiz.de/10002406857
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Can transparent markets survive?
Bloomfield, Robert; O'Hara, Maureen - In: Journal of financial economics 55 (2000) 3, pp. 425-459
Persistent link: https://www.econbiz.de/10001449067
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Does order preferencing matter?
Bloomfield, Robert - In: Journal of financial economics 50 (1998) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10001246652
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Predicting the next step of a random walk : experimental evidence of regime-shifting beliefs
Bloomfield, Robert; Hales, Jeffrey - In: Journal of financial economics 65 (2002) 3, pp. 397-414
Persistent link: https://www.econbiz.de/10001693011
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The "make or take" decision in an electronic market : evidence on the evolution of liquidity
Bloomfield, Robert; O'Hara, Maureen; Saar, Gideon - In: Journal of financial economics 75 (2005) 1, pp. 165-199
Persistent link: https://www.econbiz.de/10002516029