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Co-managers, information, and the secondary market liquidity of initial public offerings

Popescu, Marius; Xu, Zhaojin - In: Financial management 40 (2011) 1, pp. 199-218

Persistent link: https://www.econbiz.de/10009385381

Mutual fund herding and reputational concerns

Popescu, Marius; Xu, Zhaojin - In: Journal of economics and finance 42 (2018) 3, pp. 550-565

Persistent link: https://www.econbiz.de/10012031085

Transaction-cost expenditures and the relative performance of mutual funds

Chalmers, John M. R.; Edelen, Roger M.; Kadlec, Gregory B. - 1999

Persistent link: https://www.econbiz.de/10001448900

A transactions data analysis of nonsynchronous trading

Kadlec, Gregory B.; Patterson, Douglas M. - In: The review of financial studies 12 (1999) 3, pp. 609-630

Persistent link: https://www.econbiz.de/10001421848

The effect of market segmentation and illiquidity on asset prices : evidence from exchange listings

Kadlec, Gregory B. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 611-636

Persistent link: https://www.econbiz.de/10001169033

Corporate events, trading activity, and the estimation of systematic risk : evidence from equity offerings and share repurchases

Denis, David J. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1787-1811

Persistent link: https://www.econbiz.de/10001174959

High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models

Alizadeh, Sassan; Brandt, Michael W.; Kadlec, Gregory B.; … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002001001

High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models

Alizadeh, Sassan; Brandt, Michael W.; Kadlec, Gregory B.; … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002004134

Issuer surplus and the partial adjustment of IPO prices to public information

Edelen, Roger M.; Kadlec, Gregory B. - In: Journal of financial economics 77 (2005) 2, pp. 347-373

Persistent link: https://www.econbiz.de/10003052540

Downside Risk and Long-Horizon Stock Return Reversals

Artavanis, Nikolaos T. - 2013

We argue that long-horizon return reversals [Debondt and Thaler (1985)] reflect a premium for downside risk. Consistent with this, we find that downside betas of past losers are significantly greater than downside betas of past winners, and the inclusion of downside beta in Fama-Macbeth...

Persistent link: https://www.econbiz.de/10013091349