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A model of trading volume with tax-induced heterogeneous valuation and transaction costs

Michaely, Roni - In: Journal of financial intermediation 5 (1996) 4, pp. 340-371

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Asset pricing and the credit market

Longstaff, Francis A.; Wang, Jiang - In: The review of financial studies 25 (2012) 11, pp. 3169-3215

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Premium for Heightened Uncertainty : Explaining Pre-Announcement Market Returns

Hu, Grace Xing - 2020

We show that the pattern of positive pre-announcement market drift is present not only for FOMC announcements, as documented by Lucca and Moench (2015), but also for other major macroeconomic announcements such as Nonfarm Payroll, ISM and GDP. This commonality in pre-announcement returns leads...

Persistent link: https://www.econbiz.de/10012850794

Premium for Heightened Uncertainty : Explaining Pre-Announcement Market Returns

Hu, Grace Xing - 2019

Persistent link: https://www.econbiz.de/10012870731

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network

Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012664822

Premium for heightened uncertainty : explaining pre-announcement market returns

Hu, Grace Xing; Pan, Jun; Wang, Jiang; Zhu, Haoxiang - In: Journal of financial economics 145 (2022) 3, pp. 909-936

Persistent link: https://www.econbiz.de/10013475443

The information content of share repurchase programs

Grullon, Gustavo; Michaely, Roni - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 651-680

Persistent link: https://www.econbiz.de/10002013816

Cybersecurity risk

Florackis, Chris; Louca, Christodoulos; Michaely, Roni; … - In: The review of financial studies 36 (2023) 1, pp. 351-407

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Evidence on the trade-off between risk and return for IPO and SEO firms

Brav, Alon; Michaely, Roni; Roberts, Michael R.; … - In: Financial management 38 (2009) 2, pp. 221-252

Persistent link: https://www.econbiz.de/10003864770

Evidence on the tradeoff between risk and return for IPO and SEO firms

Brav, Alon; Michaely, Roni; Roberts, Michael R.; … - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003726929