Last modified by MammaMia - 7 years ago
DOI
10.1093/rfs/1.1.41
Publication Type
Citation
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test." Lo, Andrew W. and A. Craig MacKinlay. Review of Financial Studies Vol. 1, No. 1 (1988): 41–66.
Last modified by MammaMia - 7 years ago
DOI
10.1093/rfs/hht037
Publication Type
Citation
Bond Illiquidity and Excess Volatility." Bao, Jack, and Jun Pan. Review of Financial Studies Vol. 26, No. 12 (2013): 3068-3101.
Last modified by MammaMia - 7 years ago
DOI
10.1093/rfs/hhj024
Publication Type
Citation
The Information in Option Volume for Future Stock Prices." Pan, Jun, and Allen M. Poteshman. Review of Financial Studies Vol. 19, No. 3 (2006): 871-908.
Last modified by MammaMia - 7 years ago
DOI
10.1093/rfs/hhi011
Publication Type
Citation
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks." Liu, Jun, Jun Pan and Tan Wang. Review of Financial Studies Vol. 18, No. 1 (2005): 131-164.
Last modified by MammaMia - 7 years ago
DOI
10.1093/rfs/hhn065
Publication Type
Citation
Financial Contracting with Optimistic Entrepreneurs: Theory and Evidence." Landier, Augustin and David Thesmar. Review of Financial Studies Vol. 22, No. 1 (2009): 117-150.
Last modified by MammaMia - 7 years ago
DOI
10.1093/rfs/hhs061
Publication Type
Citation
Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach." Piotroski, Joe and Eric C. So. Review of Financial Studies Vol. 25, No. 9 (2012): 2841-2875.