Similar Search Results - EconBiz

The information content in trades of inactive Nasdaq stocks

Chen, Peter; Man, Kasing; Wu, Chunchi - In: Journal of entrepreneurial finance : JEF ; official … 8 (2003) 2, pp. 25-53

In this paper we analyze the frequency and information content of small Nasdaq stock trades and their impacts on return volatility at the intraday interval. We employ an autoregressive conditional duration (ACD) model to estimate the intensity of the arrival and information content of trades by...

Persistent link: https://www.econbiz.de/10009154225

Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components

Man, Kasing; Wu, Chunchi - In: Journal of forecasting 29 (2010) 7, pp. 595-616

Persistent link: https://www.econbiz.de/10008935450

Price discovery in the US treasury market : automation vs. intermediation

Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 695-714

Persistent link: https://www.econbiz.de/10009731238

The role of duration and trades in the information assimilation process of the US treasury market

Chen, Peter Huaiyu; Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 155-200

Persistent link: https://www.econbiz.de/10012582266

International trade relations and the contagious effects of the Asian financial crisis

Wu, Chunchi - In: Review of Pacific Basin financial markets and policies 3 (2000) 3, pp. 367-399

Persistent link: https://www.econbiz.de/10001535922

The effect of income smoothing on stock price

Wu, Chunchi - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 83-96

Persistent link: https://www.econbiz.de/10001409330

The intraday relation between return volatility, transactions, and volume

Xu, Xiaoqing Eleanor; Wu, Chunchi - In: International review of economics & finance : IREF 8 (1999) 4, pp. 375-397

Persistent link: https://www.econbiz.de/10001443969

The dynamics of dividends, earnings and prices : evidence and implications for dividend smoothing and signaling

Chen, Chung; Wu, Chunchi - In: Journal of empirical finance 6 (1999) 1, pp. 29-58

Persistent link: https://www.econbiz.de/10001426350

Stock returns, inflation, and the Phillips curve

Kim, Moon-kyu - In: Southern economic journal 52 (1986) 4, pp. 973-983

Persistent link: https://www.econbiz.de/10001011755

Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10001157487

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