Zobrazeno 1 - 10
of 120
pro vyhledávání: '"SADKA, RONNIE"'
Autor:
Eisdorfer, Assaf1 (AUTHOR) assaf.eisdorfer@uconn.edu, Sadka, Ronnie2 (AUTHOR) ronnie.sadka@bc.edu, Zhdanov, Alexei3 (AUTHOR) auz15@psu.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Mar2022, Vol. 57 Issue 2, p514-542. 29p.
Autor:
Ozik, Gideon1 (AUTHOR) gideon.ozik@edhec.com, Sadka, Ronnie2 (AUTHOR) sadka@bc.edu, Shen, Siyi3 (AUTHOR) shensiyi@cuhk.edu.cn
Publikováno v:
Journal of Financial & Quantitative Analysis. Nov2021, Vol. 56, p2356-2388. 33p.
Autor:
Sadka, Ronnie.
Ill., Northwestern Univ., Diss.--Evanston, 2003.
Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 4 Beitr.
Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 4 Beitr.
Externí odkaz:
http://www.gbv.de/dms/zbw/557975344.pdf
Publikováno v:
Management Science, 2019 Mar 01. 65(3), 1020-1041.
Externí odkaz:
https://www.jstor.org/stable/48760827
Publikováno v:
The Journal of Financial and Quantitative Analysis, 2019 Feb 01. 54(1), 61-100.
Externí odkaz:
https://www.jstor.org/stable/26592039
Publikováno v:
Forthcomming: Journal of Finance 65 (4), 2010 1369-1407
Motivated by the literature on investment flows and optimal trading, we examine intraday predictability in the cross-section of stock returns. We find a striking pattern of return continuation at half-hour intervals that are exact multiples of a trad
Externí odkaz:
http://arxiv.org/abs/1005.3535
Publikováno v:
Review of Financial Studies; Sep2022, Vol. 35 Issue 9, p4300-4340, 41p
Autor:
Sadka, Ronnie, Scherbina, Anna
Publikováno v:
The Journal of Finance, 2007 Oct 01. 62(5), 2367-2403.
Externí odkaz:
https://www.jstor.org/stable/4622338
Autor:
Korajczyk, Robert A., Sadka, Ronnie
Publikováno v:
The Journal of Finance, 2004 Jun 01. 59(3), 1039-1082.
Externí odkaz:
https://www.jstor.org/stable/3694730
Publikováno v:
In Journal of Financial Economics July 2017 125(1):143-162