Institutional Trading around Corporate News: Evidence from Textual Analysis

Published: 15 June 2021

Authors: A.G. Huang, Hongping Tan, and R. WermersPublication: The Review of Financial Studies, Volume 33, Issue 10, October 2020, Pages 4627-4675.Abstract:

Cross-Listings and the Dynamics between Credit and Equity Returns

Published: 15 January 2020

Authors: Patrick Augustin, Feng Jiao, Sergei Sarkissian, Michael J Schill...

Measuring sovereign bond market integration

Published: 12 September 2019

Authors: Ines Chaieb, Vihang Errunza, and Rajna Gibson Brandon...

Ruslan Goyenko paper "Illiquidity Premia in Equity Option Markets" selected Editor's Choice in Review of Financial Studies

Published: 29 March 2018

Professor Ruslan Goyenko's paper "Illiquidity Premia in Equity Option Markets" with Peter Christoffersen, Kris Jacobs and Mehdi Karoui was selected as Editor's Choice article in the March 2018...

Illiquidity Premia in the Equity Options Market

Published: 17 October 2017

Authors: Peter Christoffersen, Ruslan Goyenko, Kris Jacobs, Mehdi Karoui...

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