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Informed trading intensity
Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 903-948
Persistent link: https://www.econbiz.de/10014535294
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Infrequent rebalancing, return autocorrelation, and seasonality
Bogousslavsky, Vincent - In: The journal of finance : the journal of the American … 71 (2016) 6, pp. 2967-3006
Persistent link: https://www.econbiz.de/10011738284
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Order flow and expected option returns
Muravyev, Dmitriy - In: The journal of finance : the journal of the American … 71 (2016) 2, pp. 673-708
Persistent link: https://www.econbiz.de/10011482343
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Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 78 (2023) 4, pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
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Is there a risk premium in the stock lending market? : evidence from equity options
Muravyev, Dmitriy; Pearson, Neil D.; Pollet, Joshua M. - In: The journal of finance : the journal of the American … 77 (2022) 3, pp. 1787-1828
Persistent link: https://www.econbiz.de/10013279777
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Nonstandard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - In: The journal of finance : the journal of the American … 79 (2024) 3, pp. 2339-2390
Persistent link: https://www.econbiz.de/10015117945