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On the intraday periodicity duration adjustment of high-frequency data
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Wu, Z.
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Elsevier Science B.V., Amsterdam.
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2012
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| 2 |
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Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market
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Chiu, J.; Chung, H.; Ho, K. Y.; Wang, G. H.
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Elsevier Science B.V., Amsterdam.
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2012
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| 3 |
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Overnight public information, order placement, and price discovery during the pre-opening period
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Moshirian, F.; Nguyen, H. G.; Pham, P. K.
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Elsevier Science B.V., Amsterdam.
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2012
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| 4 |
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A systematic approach to multi-period stress testing of portfolio credit risk
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Breuer, T.; Jandacka, M.; Mencia, J.; Summer, M.
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Elsevier Science B.V., Amsterdam.
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2012
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| 5 |
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Robust estimation of intraweek periodicity in volatility and jump detection
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Boudt, K.; Croux, C.; Laurent, S.
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Elsevier Science B.V., Amsterdam.
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2011
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| 6 |
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In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008
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Cai, L.; Swanson, N. R.
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Elsevier Science B.V., Amsterdam.
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2011
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| 7 |
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A tool for scrutinizing bank bailouts based on multi-period peer benchmarking
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Avkiran, N. K.; Goto, M.
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Elsevier Science B.V., Amsterdam.
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2011
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| 8 |
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The effect of merger anticipation on bidder and target firm announcement period returns
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Cornett, M. M.; Tanyeri, B.; Tehranian, H.
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Elsevier Science B.V., Amsterdam.
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2011
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| 9 |
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Ownership, competition, and bank productivity: An analysis of Indian banking in the post-reform period
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Sanyal, P.; Shankar, R.
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Elsevier Science B.V., Amsterdam.
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2011
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| 10 |
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Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework
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Lally, M.
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Elsevier Science B.V., Amsterdam.
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2011
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