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Decision frequency and synchronization across agents : implications for aggregate consumption and equity return

Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497

Persistent link: https://www.econbiz.de/10001209019

Intra-week regularities in security returns : further Australian evidence

Finn, Frank J. - In: Australian journal of management 16 (1991) 2, pp. 129-144

Persistent link: https://www.econbiz.de/10001122569

Understanding fee structures in the asset management business

Lynch, Anthony W.; Musto, David K. - 2003

Persistent link: https://www.econbiz.de/10001799978

New evidence on stock price effects associated with changes in the S&P 500 Index

Lynch, Anthony W. - In: The journal of business : B 70 (1997) 3, pp. 351-383

Persistent link: https://www.econbiz.de/10001221685

The 6D bias and the equity-premium puzzle

Gabaix, Xavier; Laibson, David I. - In: NBER macroeconomics annual 16 (2001), pp. 257-312

Persistent link: https://www.econbiz.de/10001692037

Equity Options During the Shorting Ban of 2008

Cakici, Nusret - 2019

The Securities and Exchange Commission's 2008 emergency order introduced a shorting ban of some 800 ﬁnancials traded in the US. This paper provides an empirical analysis of the options market around the ban period. Using transaction level data from OPRA (The Options Price Reporting Authority),...

Persistent link: https://www.econbiz.de/10012906074

Size, value, and momentum in emerging market stock returns

Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65

Persistent link: https://www.econbiz.de/10010243168

Equity options during the shorting ban of 2008

Cakici, Nusret; Goswami, Gautam; Tan, Sinan - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-31

The Securities and Exchange Commission’s 2008 emergency order introduced a shorting ban of some 800 financials traded in the US. This paper provides an empirical analysis of the options market around the ban period. Using transaction level data from OPRA (The Options Price Reporting...

Persistent link: https://www.econbiz.de/10011855252

Equity Options During the Short Ban of 2008

Cakici, Nusret - 2010

The Securities and Exchange Commission's September 2008 emergency order introduced a near complete shorting ban of some 800 financials traded in the US. This paper provides an empirical analysis of the equity options market during the three months that include the duration of the ban. Using...

Persistent link: https://www.econbiz.de/10013138822