5 research outputs found
Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2002
- Field of study
Caught On Tape: Predicting Institutional Ownership with Order Flow
- Author
- Andrew W Lo
- Boris Kovtunenko
- Catherine T Shalen
- Charles M C Lee
- Charles M C Lee
- Charles R Nelson
- Hsiu-Lang Chen
- J Shao
- J Shao
- Jason Greene
- John R Nofsinger
- John Y. Campbell
- Josef Lakonishok
- Joseph Chen
- Kent Daniel
- Mark Grinblatt
- Mark Grinblatt
- Mark Grinblatt
- Michael Barclay
- Paul A Gompers
- Phillip Daves
- Randy Cohen
- Russ Wermers
- Russ Wermers
- Sugato Chakravarty
- Tarun Ramadorai
- Tuomo Vuolteenaho
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Market Timing with Aggregate and Idiosyncratic Stock Volatilities
- Author
- Amit Goyal
- Andrew Ang
- Bruce Lehmann
- Catherine T Shalen
- Christoph Memmel
- Complementarily Alternatively
- Don M Chance
- Edward Miller
- Eugene Fama
- Hui Guo
- Hui Guo
- Hui Guo
- Hui Guo
- Hui Guo
- Hui Guo
- J D Jobson
- Jason Higbee
- John Campbell
- John Y Campbell
- Karl Diether
- Kenneth French
- Martin Lettau
- Paul A Samuelson
- Pierluigi Balduzzi
- Pu Shen
- Robert Cumby
- Robert Merton
- Robert Merton
- Rodney Boehme
- Sandro C Andrade
- Wai Lee
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
Option Trading: Information or Differences of Opinion?
- Author
- A Beber
- A Gallant
- A Panel
- Albert S Kyle
- Anand Vijh
- Anat R Admati
- Andrea Buraschi
- Andrea Buraschi
- Andrew W Lo
- Arthur Keown
- Asani Sarkar
- B Panel
- Catherine T Shalen
- Charles Cao
- Charles Lee
- David Easley
- David Easley
- David Easley
- Dimitriy Muravyev
- Douglas Skinner
- Douglas W Diamond
- Eugene Kandel
- Fischer Black
- Gautam Kaul
- Gregg A Jarrell
- H Cao
- Hal R Varian
- Harrison Hong
- Harrison Hong
- Hendrik Bessembinder
- J Chae
- Jason Zhanshun Wei
- Jens Stephan
- Josef Lakonishok
- Jun Pan
- Kalok Chan
- Kalok Chan
- Karl B Diether
- Kaushik I Amin
- Lawrence R Glosten
- Linda Bamber
- Martin F Hellwig
- Melanie Cao
- Michael Lemmon
- Milton Harris
- Oliver Kim
- Paul Milgrom
- Richard Roll
- Rowland Atiase
- Siu Kai Choy
- Sophie Ni
- Sugato Chakravarty
- Tarun Chordia
- Tarun Chordia
- Tarun Chordia
- Thomas E Copeland
- Thomas Ho
- Whitney K Newey
- William Schwert
- Y Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
The Dynamics of Belief Formation and Price Momentum
- Author
- A Admati
- A Admati
- A Dontoh
- A Dontoh
- A Kraus
- A Mood
- Alex Dontoh
- B Grundy
- B Grundy
- B M Barber
- B Mucklow
- Bharat Sarath
- Bradyn Breon-Drish
- Bruce D Grundy
- C Lee
- Catherine Shalen
- D P Brown
- D Vayanos
- Debondt
- Eugen F Fama
- F Allen
- F Allen
- G Foster
- H Shin
- J Abarbanell
- J B Wiggins
- J B Wiggins
- J Berk
- J Karpoff
- J Lewellen
- Jason Wei
- John Y Campbell
- Joshua Ronen
- Jr Rendleman
- Jr Rendleman
- K C Brown
- K L Judd
- K L Judd
- Korajczyk Robert
- M Bray
- M Bray
- M Brennan
- M Brennan
- Mark Grinblatt
- N Chopra
- O Kim
- P Milgrom
- P Pfleiderer
- Pearson Kandel
- R B Ash
- R Ball
- R Holthausen
- R J Freeman
- R Roll
- R Sloan
- R Sloan
- Rui Albuquerque
- S Grossman
- S J Brown
- S J Brown
- Steven L Heston
- T Johnson
- Tarun
- Thomas Bernard
- Thomas Bernard
- V L Bernard
- W Beaver
- W F M Debondt
- W H Beaver
- W T Anderson
- W T Anderson
- Y Amihud
- Y Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study