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Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 4, pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10001220576