search query: @indexterm trading / total: 175
references: 16-25 / 175
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16.
Discrete-time implementation of continuous-time portfolio strategies
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 137-152
 2010 Branger, N.
Breuer, B.
Schlag, C.
17.
Informed trading before analyst downgrades: Evidence from short sellers
Journal of Financial Economics
2010 : JAN, VOL. 95:1, p. 85-106
 2010 Christophe, S.E.
Ferri, M.G.
Hsieh, J.
18.
Tradable fuel economy credits: Competition and oligopoly
Journal of Environmental Economics and Management
2009 : NOV, VOL. 58:3, p. 315-328
 2009 Rubin, J.
Leiby, P.N.
Greene, D.L.
19.
Herd behavior in financial markets: an experiment with financial market professionals
Journal of the European Economic Association
2009 : MAR, VOL. 7:1, p. 206-233
 2009 Cipriani, M.
Guarino, A.
20.
Hidden liquidity: an analysis of order exposure strategies in electronic stock markets
Journal of Financial Economics
2009 : DEC, VOL 94:3, p. 361-383
 2009 Bessembinder, H.
Panayides, M.
Venkataraman, K.
21.
Stock splits, trading continuity, and the cost of equity capital
Journal of Financial Economics
2009 : SEP, VOL 93:3, p. 474-489
 2009 Lin, J-C.
Singh, A. K.
Yu, W.
22.
An experimental test of the impact of overconfidence and gender on trading activity
Review of finance
2009 : VOL 13:3 p. 555-575
 2009 Deaves, R.
Lüders, E.
Luo, G.Y.
23.
The risk and return of arbitrage in dual-listed companies
Review of finance
2009 : VOL 13:3 p. 495-520
 2009 Jong, A. de
Rosenthal, L.
Dijk, M.A. van
24.
Caught on tape: Institutional trading, stock returns, and earnings announcements
Journal of Financial Economics
2009 : APR, VOL 92:1, p. 66-91
 2009 Campbell, J. Y.
Ramadorai, T.
Schwartz, A.
25.
Does investor recognition predict returns?
Journal of Financial Economics
2009 : FEB, VOL. 91:2, p. 208-226
 2009 Bodnaruk, A.
Ostberg, P.
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