Citations (46)
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Craig A. Depken$suffix/text()$suffix/text(). (2001) Good News, Bad News and Garch Effects in Stock Return Data. Journal of Applied Economics 4:2, pages 313-327.
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Articles from other publishers (22)
You‐How Go & Wee‐Yeap Lau. (2021) What do we know about informational efficiency? Three puzzles and the new direction forward. Journal of Economic Surveys 37:4, pages 1489-1525.
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Dohyun Chun & Donggyu Kim. (2021) State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data. SSRN Electronic Journal.
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Jeff Fleming, Chris Kirby & Barbara Ostdiek. (2001) Stochastic Volatility, Trading Volume, and the Daily Flow of Information. SSRN Electronic Journal.
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Tianna Yang & Wenxuan Hou. (2015) Do Share Repurchases Enhance Liquidity? Evidence from UK Closed-End Funds. SSRN Electronic Journal.
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Tianna Yang & Wenxuan Hou. (2014) Venture Capital Trusts and the Expiration of IPO Lockup Provisions. SSRN Electronic Journal.
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