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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
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Share price
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Gupta, Rangan
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The European journal of finance
The journal of futures markets
Finance research letters
126
NBER working paper series
116
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113
Applied economics letters
111
International review of economics & finance : IREF
105
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95
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87
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of finance & economics : IJFE
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
The journal of finance : the journal of the American Finance Association
37
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Journal of international money and finance
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CFS working paper series
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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1
Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
Saved in:
2
A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
Saved in:
3
An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K.
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
7
,
pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
Saved in:
4
(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D.
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
Saved in:
5
Option prices aas predictors of stock prices : intraday adjustments to information releases
Varson, Paula L.
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001219144
Saved in:
6
The role of multivariate skew-student density in the estimation of stock market crashes
Wu, Lei
;
Meng, Qingbin
;
Velazquez, Julio C.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1144-1160
Persistent link: https://www.econbiz.de/10011419786
Saved in:
7
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
8
Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data
Pizzutilo, Fabio
;
Roncone, Valeria
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1280-1310
Persistent link: https://www.econbiz.de/10012014381
Saved in:
9
Are IPO investors rational? : evidence from closed-end funds
Gemmill, Gordon
;
Thomas, Dylan C.
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1311-1334
Persistent link: https://www.econbiz.de/10012014384
Saved in:
10
Empirical properties, information flow, and trading strategies of China's soybean crush spread
Liu, Qingfeng Wilson
;
Sono, Hui He
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1057-1075
Persistent link: https://www.econbiz.de/10011569015
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