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14篇 您的检索式:作者名="Warachka"
    题名 作者 年代 出处 被引量
1Testing market efficiency using statistical arbitrage with applications to momentum and value strategies显示文摘Steve Hogan Robert Jarrow Melvyn Teo Mitch Warachka 2004Journal of Financial Economics2004,,3:1
2Optimal Liquidation Strategies and Their Implications 显示文摘Tinga C Warachka M Zhao Y 2007Journal of Economic Dynamics & Control2007,,31:1
3Pricing options in a extended Black Scholes economy with illiquidity显示文摘Jarrow R Peotter P Warachka M 2006The Review of Financial Studies2006,19,2:1
4Frog in the pan: Continuous information and momentum显示文摘Da Z Gurun U G Warachka M 2014Review of Financial Studies2014,27,7:1
5Cashflow risk, systematic earnings revisions, and the cross-section of stock returns显示文摘Da Z Warachka M C 2009Journal of Financial Economics2009,94,:1
6Testing market efficiency using statistical arbitrage with appli- cations to momentum and value strategies 显示文摘Hogan S Jarrow R Teo M Warachka M 2004Jour- nal of Financial Economics2004,73,3:1
7An im- proved test for statistical arbitrage 显示文摘Jarrow R Teo M Tse Y K Warachka M 2012Journal of Fi- nancial Markets2012,15,1:1
8Optimal liquidation strategies and their implications显示文摘Tinga C Warachka M Zhao Y 2007Journal of Economic Dynamics & Control2007,31,4:1
9An improved test for statistical arbi- trage显示文摘Robert Jarrow Melvyn Teo YiuKuenTse Mitch Warachka 2012Journal of Financial Economics2012,15,:1
10Testing market efficiency using statistical arbitrage with applications to momentum and value strategies显示文摘Hogan S Jarrow R Teo M Warachka M 2004Journal of Financial Economics2004,,73:1
11Testing market efficiency using statistical arbitrage with applications to momentum and value strategies 显示文摘Hogan S Jarrow R Teo M Warachka M 2004Journal of Financial Economics2004,73,3:1
12Using High Frequency Transaction Data to Estimate the Probability of Informed Trading显示文摘Tay A Ting C Tse Y K Warachka M 2009Journal of Financial Economics2009,7,3:1
13Testing market efficiency using statistical arbitrage with applications to momentum and value strategies显示文摘Hogan S Jarrow R Teo M Warachka M 2004Journal of Financial Economics2004,,:1
14Forecast Ac- curacy Uncertainty and Momentum显示文摘Han B Hong D and Warachka M 2009Manage- ment Science2009,55,6:1
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