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Earnings yields, market values, and stock returns
Jaffe, Jeffrey F. - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 135-148
Persistent link: https://www.econbiz.de/10001063245
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Is there a monthly effect in stock market returns? : evidence from foreign countries
Jaffe, Jeffrey F. - In: Journal of banking & finance 13 (1989) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10001069318
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Market characteristics, option trading, and volatility of the underlying stock
Ma, Christopher K. - In: Advances in futures and options research : a research annual 1 (1986), pp. 193-200
Persistent link: https://www.econbiz.de/10001339365
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Overreaction, rational expectations, and the relationship between security prices and trading volume
Fabozzi, Frank J. - In: Research in finance 10 (1992), pp. 83-97
Persistent link: https://www.econbiz.de/10001160314
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A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 267-278
Persistent link: https://www.econbiz.de/10001123283
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Dependence in commodity prices
Peterson, Richard Lewis - In: The journal of futures markets 12 (1992) 4, pp. 429-446
Persistent link: https://www.econbiz.de/10001128525
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Futures price limit moves as options
Holder, Mark E.; Ma, Christopher K.; Mallett, James E. - In: The journal of futures markets 22 (2002) 9, pp. 901-913
Persistent link: https://www.econbiz.de/10001696743
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The over-the-counter market and New York Stock Exchange trading halts
Fabozzi, Frank J. - In: The financial review : the official publication of the … 23 (1988) 4, pp. 427-437
Persistent link: https://www.econbiz.de/10001061403
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Information asymmetry and options trading
Ma, Christopher K. - In: The financial review : the official publication of the … 23 (1988) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10001061465
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The post-merger performance puzzle
Agrawal, Anup; Jaffe, Jeffrey F. - In: Advances in mergers and acquisitions 1 (2000), pp. 7-41
Persistent link: https://www.econbiz.de/10001716948