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Range-Based Estimation of Stochastic Volatility Models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1092
Persistent link: https://www.econbiz.de/10006559609
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HIGH- AND LOW-FREQUENCY EXCHANGE RATE VOLATILITY DYNAMICS: RANGE-BASED ESTIMATION OF STOCHASTIC VOLATILITY MODELS
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - 2001
Persistent link: https://www.econbiz.de/10006979966
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A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Brandt, Michael W.; Diebold, Francis X. - In: The journal of business : B 79 (2006) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10006010639
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A NO-ARBITRAGE APPROACH TO RANGE-BASED ESTIMATION OF RETURN COVARIANCES AND CORRELATIONS
Brandt, Michael W.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10006969026
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PORTFOLIO MANAGEMENT - Shedding Light on "Invisible" Costs: Trading Costs and Mutual Fund Performance
Edelen, Roger; Evans, Richard; Kadlec, Gregory - In: Financial analysts' journal : FAJ 69 (2013) 1, pp. 33-44
Persistent link: https://www.econbiz.de/10010086140
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Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases
Denis, David J.; Kadlec, Gregory B. - In: The journal of finance : the journal of the American … 49 (1994) 5
Persistent link: https://www.econbiz.de/10006600303
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The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings
Kadlec, Gregory B.; McConnell, John J. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 611-636
Persistent link: https://www.econbiz.de/10006600364
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Issuer surplus and the partial adjustment of IPO prices to public information
Edelen, Roger M.; Kadlec, Gregory B. - In: Journal of financial economics 77 (2005) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10006501003
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An empirical examination of the amortized spread
Chalmers, John M.R.; Kadlec, Gregory B. - In: Journal of financial economics 48 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10006523614
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ARTICLES - On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option
Chalmers, John M.R.; Edelen, Roger M.; Kadlec, Gregory B. - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2209-2236
Persistent link: https://www.econbiz.de/10006562080