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DP15857 Short-term Momentum 智库出版物
2021
作者:  Maik Schmeling;  Mamdouh Medhat
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Momentum  Reversal  Trading volume  Bounded rationality  
DP14661 Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks 智库出版物
2020
作者:  Rui Albuquerque;  Yrjo Koskinen;  Shuai Yang;  Chendi Zhang
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Esg  Covid-19  Market crash  Stock returns  Volatility  Trading volume  Customer loyalty  
DP14587 The Real Side of the High-Volume Return Premium 智库出版物
2020
作者:  Doron Israeli;  Ron Kaniel;  Suhas A. Sridharan
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Trading volume  Corporate investment  Financing cash flows  Investor recognition  
DP12056 Belief Dispersion in the Stock Market 智库出版物
2017
作者:  Suleyman Basak;  Adem Atmaz
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset pricing  Belief dispersion  Heterogeneous beliefs  Stock price  Mean return  Volatility  Trading volume  Bayesian learning  
DP11194 Anomalous Trading Prior to Lehman Brothers' Failure 智库出版物
2016
作者:  Thomas Gehrig;  Marlene Haas
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Price discovery  Price impact  Trading volume  Low latency trading  
DP10629 Financial Markets where Traders Neglect the Informational Content of Prices 智库出版物
2015
作者:  Dimitri Vayanos;  Matthew Rabin;  Erik Eyster
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Behavioral finance  Cursedness  Financial markets  Overconfidence  Return predictability  Trading volume  
DP8455 The more we know on the fundamental, the less we agree on the price 智库出版物
2011
作者:  Péter Kondor
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Higher-order expectations  Public announcement  Trading volume  
DP6763 Contractual Democracy 智库出版物
2008
作者:  Hans Gersbach
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Fomc  Global linkages  Trading volume  
DP5023 Reciprocal Dumping with Bertrand Competition 智库出版物
2005
作者:  Mattias Ganslandt;  Richard Friberg
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Trading volume  Cross-listing  Flow-back  
DP3927 Asset Prices and Business Cycles with Costly External Finance 智库出版物
2003
作者:  Amir Yaron;  Joao Gomes;  Lu Zhang
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Overconfidence  Differences of opinion  Trading volume  Individual investors  Investor behaviour  Correlation of economic and psychological variables  Combination of psychometric measures of judgement biases and field data