Security analysis and valuation
- Early Wealth Effects of Emerging and Developed ADRs: Does Issue Type or Timing Matter?Mark SchaubThe Journal of Wealth Management October 2014, 17 (3) 99-107; DOI: https://doi.org/10.3905/jwm.2014.17.3.099
- Rethinking Risk (II): The Size and Value EffectsJavier EstradaThe Journal of Wealth Management October 2014, 17 (3) 78-83; DOI: https://doi.org/10.3905/jwm.2014.17.3.078
- Estimating Blockage DiscountsParvez Ahmed and C. Donald WigginsThe Journal of Wealth Management October 2014, 17 (3) 58-67; DOI: https://doi.org/10.3905/jwm.2014.17.3.058
- The Impact of Equity Misvaluation on Predictive
Accuracy of Bankruptcy ModelsGeorge Batta and Wan WongsunwaiThe Journal of Fixed Income September 2014, 24 (2) 5-18; DOI: https://doi.org/10.3905/jfi.2014.24.2.005 - Ex Post Price Impact Modeling: Challenges and OpportunitiesDenizhan Alparslan, Milan Borkovec and Konstantin TyurinThe Journal of Trading September 2014, 9 (4) 91-99; DOI: https://doi.org/10.3905/jot.2014.9.4.091
- Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1Frederick H. deB. Harris, Thomas H. McInish, Frank J. Sensenbrenner and Robert A. WoodThe Journal of Trading September 2014, 9 (4) 6-36; DOI: https://doi.org/10.3905/jot.2014.9.4.006
- Does High-Speed Trading Enhance Market Efficiency? Empirical Analysis
on “Arrowhead” of the Tokyo Stock ExchangeShinichi Nagata and Koji InuiThe Journal of Trading September 2014, 9 (4) 37-47; DOI: https://doi.org/10.3905/jot.2014.9.4.037 - On the Efficacy of Stop-Loss StrategiesSarah Marietta ToothThe Journal of Trading September 2014, 9 (4) 100-107; DOI: https://doi.org/10.3905/jot.2014.9.4.100
- Implied Volatility Dynamics Among Exchange-Traded Funds and Their Largest Component StocksTimothy A. Krause and Donald LienThe Journal of Derivatives August 2014, 22 (1) 7-26; DOI: https://doi.org/10.3905/jod.2014.22.1.007
- Market Reactions to Changes in the S&P/TSX SmallCap IndexErnest N. Biktimirov and Boya LiThe Journal of Index Investing August 2014, 5 (2) 57-64; DOI: https://doi.org/10.3905/jii.2014.5.2.057
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