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Estimating continuous-time stochastic volatility models of the short-term interest rate : a comparison of the generalized method of moments and the Kalman filter

Sapp, Travis R. A. - In: Review of quantitative finance and accounting 33 (2009) 4, pp. 303-326

Persistent link: https://www.econbiz.de/10003927241

The Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms

Sapp, Travis R. A.; Xuemin (Sterling) Yan - In: Journal of Financial Research 26 (2003) 2, pp. 225-242

After the Nasdaq and American Stock Exchange (AMEX) merged in 1998, officials of the new entity argued that some "smaller, harder to trade" companies on Nasdaq should switch to AMEX to improve liquidity. This recommendation is based on the traditional view among academics and practitioners alike...

Persistent link: https://www.econbiz.de/10005523417

Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

Carter, Richard B.; Dark, Frederick H.; Floros, Ioannis V. - In: Financial Management 40 (2011) 4, pp. 1067-1086

Persistent link: https://www.econbiz.de/10011035906

Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

Carter, Richard B.; Dark, Frederick H.; Floros, Ioannis V. - In: Financial management 40 (2011) 4, pp. 1067-1087

Persistent link: https://www.econbiz.de/10009808168

The 52-week high, momentum, and predicting mutual fund returns

Sapp, Travis R. A. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 149-180

Persistent link: https://www.econbiz.de/10009181555

Capacity overhang and corporate disinvestment decisions

Karaca, Ilker; Sapp, Travis R. A. - In: The journal of financial research : the journal of the … 46 (2023) 3, pp. 825-847

Persistent link: https://www.econbiz.de/10014375452

Underwriter reputation and IPO issuer alignment 1981 - 2005

Carter, Richard B.; Dark, Frederick H.; Sapp, Travis R. A. - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 443-455

Persistent link: https://www.econbiz.de/10009247685

Why do firms issue private equity repeatedly? : on the motives and information content of multiple PIPE offerings

Floros, Ioannis V.; Sapp, Travis R. A. - In: Journal of banking & finance 36 (2012) 12, pp. 3469-3481

Persistent link: https://www.econbiz.de/10009660432

Characterizing the risk of IPO long-run returns : the impact of momentum, liquidity, skewness, and investment

Carter, Richard B.; Dark, Frederick H.; Floros, Ioannis V. - In: Financial management 40 (2011) 4, pp. 1067-1086

Persistent link: https://www.econbiz.de/10009541523

Shell games : on the value of shell companies

Floros, Ioannis V.; Sapp, Travis R. A. - In: The journal of corporate finance : contracting, … 17 (2011) 4, pp. 850-867

Persistent link: https://www.econbiz.de/10009298183