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Insider Investment Horizon

January 27, 2020language language

ABSTRACT We examine the relation between insiders’ investment horizon and the information content of their trades with respect to future stock returns. We conjecture that a...

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

High‐Frequency Trading and Market Performance

January 27, 2020language language

ABSTRACT We study the consequences of, and potential policy responses to, high‐frequency trading (HFT) via the tradeoff between liquidity and information production. Faster...

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence From France

January 27, 2020language language

ABSTRACT We evaluate the effect of downside insurance on self‐employment. We exploit a large scale reform of French unemployment benefits which insured unemployed workers s...

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

Shorting in Speculative Markets

January 27, 2020language language

ABSTRACT In models of trading with heterogeneous beliefs following Harrison–Kreps, short‐selling is prohibited and agents face constant marginal costs‐of‐carry. The r...

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

What Drives Anomaly Returns?

January 27, 2020language language

ABSTRACT We decompose the returns of five well‐known anomalies into cash flow and discount rate news. Common patterns emerge across the five factor portfolios and their mea...

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

ANNOUNCEMENTS

January 27, 2020language language

The Journal of Finance, Volume 75, Issue 1, Page 581-581, February 2020.

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

MISCELLANEA

January 27, 2020language language

The Journal of Finance, Volume 75, Issue 1, Page 579-580, February 2020.

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

AMERICAN FINANCE ASSOCIATION

January 27, 2020language language

The Journal of Finance, Volume 75, Issue 1, Page 582-582, February 2020.

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

ISSUE INFORMATION FM

January 27, 2020language language

The Journal of Finance, Volume 75, Issue 1, Page 1-3, February 2020.

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

ISSUE INFORMATION BM

January 27, 2020language language

The Journal of Finance, Volume 75, Issue 1, Page 583-584, February 2020.

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

Corrigendum for Brokers and Order Flow Leakage: Evidence from Fire Sales

January 27, 2020language language

The Journal of Finance, Volume 75, Issue 1, Page E1-E1, February 2020.

- Wiley: The Journal of Finance: Table of Contents

Jan 27 2020 00:01

The Fourier Series

January 26, 2020language language

A Basic Overview & Visual Introduction To The Magic Of WavesContinue reading on Cantor’s Paradise »

- Cantor’s Paradise - Medium

Jan 26 2020 12:01

Mutual Fund Alpha: Is It Managerial or Emotional?

January 26, 2020language language

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- tandf: Journal of Behavioral Finance: Table of Contents

Jan 26 2020 00:02

Does Country Matter to Investor Herding? Evidence from an Intraday Analysis

January 26, 2020language language

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- tandf: Journal of Behavioral Finance: Table of Contents

Jan 26 2020 00:02

Does the Value Premium Decline with Investor Interest in Value?

January 26, 2020language language

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- tandf: Journal of Behavioral Finance: Table of Contents

Jan 26 2020 00:02

Reliance on Major Customers and Product Market Competition

January 26, 2020language language

Publication date: Available online 25 January 2020Source: Finance Research LettersAuthor(s): Yelena LarkinAbstractAlthough reliance on major customers has been growing over ti...

- ScienceDirect Publication: Finance Research Letters

Jan 26 2020 00:01

Information Efficiency Research of China's Carbon Markets

January 26, 2020language language

Publication date: Available online 24 January 2020Source: Finance Research LettersAuthor(s): Jian Liu, Ting Jiang, Ze YeAbstractThis paper studies the information efficiency o...

- ScienceDirect Publication: Finance Research Letters

Jan 26 2020 00:01

News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models

January 26, 2020language language

Publication date: Available online 24 January 2020Source: Finance Research LettersAuthor(s): Yanlin Shi, Kin-Yip HoAbstractThis paper examines the impact of public news sentim...

- ScienceDirect Publication: Finance Research Letters

Jan 26 2020 00:01

How Fast is Too Fast? Optimizing Traffic Flow on Highways.

January 26, 2020language language

A mathematical approach.Continue reading on Cantor’s Paradise »

- Cantor’s Paradise - Medium

Jan 26 2020 00:00

Mutual Fund Alpha: Is It Managerial or Emotional?

January 25, 2020language language

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- tandf: Journal of Behavioral Finance: Table of Contents

Jan 25 2020 12:00

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