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Public information arrival and volatility of intraday stock returns
Kalev, Petko S.; Liu, Wai-man; Pham, Peter Kien; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1467
Persistent link: https://www.econbiz.de/10002049619
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An event time study of the price reaction to large retail trades
Frino, Alex; Jarnecic, Elvis; Lepone, Andrew - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 617-632
Persistent link: https://www.econbiz.de/10003852644
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Equity issues and the impact of lead manager affiliation on broker market share and trading volume
Peng, William He; Jarnecic, Elvis; Liu, Yubo - In: Pacific-Basin finance journal 38 (2016), pp. 17-33
Persistent link: https://www.econbiz.de/10011669056