Zobrazeno 1 - 10
of 657
pro vyhledávání: '"NEELY, CHRISTOPHER J."'
Stock prices often react sluggishly to news, producing gradual jumps and jump delays. Econometricians typically treat these sluggish reactions as microstructure effects and settle for a coarse sampling grid to guard against them. Synchronizing mistim
Externí odkaz:
http://arxiv.org/abs/2309.15705
Autor:
MCINISH, THOMAS1 (AUTHOR), NEELY, CHRISTOPHER J.2 (AUTHOR) christopher.j.neely@stls.frb.org, PLANCHON, JADE3 (AUTHOR)
Publikováno v:
Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Jun2024, Vol. 56 Issue 4, p805-835. 31p.
Autor:
Hesh, Christopher A., Dolan, Ryan S., Neely, Christopher J., Swersky, Adam G., Xiao, Nicholas, Lewandowski, Robert J.
Publikováno v:
In Advances in Clinical Radiology September 2023 5(1):169-181
Autor:
Neely, Christopher J.
Publikováno v:
In Journal of International Money and Finance September 2022 126
Autor:
Neely, Christopher J.1
Publikováno v:
Review (00149187). 2022 4th Quarter, Vol. 104 Issue 4, p266-296. 31p.
Publikováno v:
In Journal of International Money and Finance February 2021 110
Publikováno v:
In Journal of International Money and Finance June 2019 94:32-47
Autor:
Neely, Christopher J.1, Karson, Evan2
Publikováno v:
Review (00149187). 2021 2nd Quarter, Vol. 103 Issue 2, p207-270. 64p.
Autor:
Bhattarai, Saroj1, Neely, Christopher J.2
Publikováno v:
Journal of Economic Literature. Jun2022, Vol. 60 Issue 2, p527-597. 71p.
Publikováno v:
Oxford Economic Papers, 2003 Jul 01. 55(3), 494-511.
Externí odkaz:
https://www.jstor.org/stable/3488849