-
4
-
-
0031161610
-
Interday variations in volume, variance and participation of large speculators
-
Chang, E. C., Pinegar, J. M., & Schachter, B.. (1997). Interday variations in volume, variance and participation of large speculators. Journal of Banking and Finance, 21, 797-810.
-
(1997)
Journal of Banking and Finance
, vol.21
, pp. 797-810
-
-
Chang, E.C.1
Pinegar, J.M.2
Schachter, B.3
-
6
-
-
84936526743
-
Noise trader risk in financial markets
-
De Long, J. B., Schleifer, A., Summers, L. H., & Waldman, R. J. (1990). Noise trader risk in financial markets. Journal of Political Economy, 98, 703-738.
-
(1990)
Journal of Political Economy
, vol.98
, pp. 703-738
-
-
De Long, J.B.1
Schleifer, A.2
Summers, L.H.3
Waldman, R.J.4
-
7
-
-
0038119737
-
Professionally managed, publicly traded commodity funds
-
Elton, E. J., Gruber, M.J., & Rentzler, J. C. (1987). Professionally managed, publicly traded commodity funds. Journal of Business, 60, 175-199.
-
(1987)
Journal of Business
, vol.60
, pp. 175-199
-
-
Elton, E.J.1
Gruber, M.J.2
Rentzler, J.C.3
-
8
-
-
0002157562
-
Chartists, fundamentalists, and trading in the foreign exchange market
-
Frankel, J. A., & Froot, K. A. (1990). Chartists, fundamentalists, and trading in the foreign exchange market. American Economic Review, 80, 181-185.
-
(1990)
American Economic Review
, vol.80
, pp. 181-185
-
-
Frankel, J.A.1
Froot, K.A.2
-
9
-
-
84919214538
-
The relation between price changes and trading volume: A survey
-
Karpoff, J. M. (1987). The relation between price changes and trading volume: A survey. Journal of Financial and Quantitative Analysis, 22, 109-126.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, pp. 109-126
-
-
Karpoff, J.M.1
-
11
-
-
84978581331
-
The similarity of computer guided technical trading systems
-
Lukac, L. P., Brorsen, B.W., & Irwin, S. H. (1988). The similarity of computer guided technical trading systems. The Journal of Futures Markets, 8, 81-113.
-
(1988)
The Journal of Futures Markets
, vol.8
, pp. 81-113
-
-
Lukac, L.P.1
Brorsen, B.W.2
Irwin, S.H.3
-
12
-
-
0002484781
-
The extreme value method for estimating the variance of the rate of return
-
Parkinson, M. (1980). The extreme value method for estimating the variance of the rate of return. Journal of Business, 64, 417-432.
-
(1980)
Journal of Business
, vol.64
, pp. 417-432
-
-
Parkinson, M.1
-
13
-
-
85033972250
-
Speculators' clout may distort price picture
-
May 31
-
Taylor, J., & Behrmann, N. (1994). Speculators' clout may distort price picture (p. C1). The Wall Street Journal (May 31).
-
(1994)
The Wall Street Journal
-
-
Taylor, J.1
Behrmann, N.2
-
14
-
-
0001608959
-
Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stock
-
Wiggins, J. G. (1991). Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stock. Journal of Business, 64, 417-432.
-
(1991)
Journal of Business
, vol.64
, pp. 417-432
-
-
Wiggins, J.G.1
|