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Trading Around Macroeconomic Announcements: Are All Traders Created...

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This paper examines the effects of macroeconomic announcements on equity index markets using high frequency transactions data for the regular and E-mini S&P 500

Essays in empirical market microstructure - ProQuest

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GRIGORI ERENBURG. B. S., Novosibirsk State University, M. A., State University of New York, Binghamton, DISSERTATION. Submitted in partial ...

The Paradox of 'Fraud-on-the-Market Theory': Who Relies on the...

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Our evidence points to an inconsistency between the efficient markets hypothesis and the way U.S. courts have applied the hypothesis in cases involving allegati

Does Institutional Ownership Promote the Transformation of...

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We focus on firms that chronically underperform and evaluate ways that institutional investors can facilitate the redeployment of assets to higher valued uses.

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Dokumente zum Namen Grigori Erenburg

Trading Around Macroeconomic Announcements: Are All Traders Created...

Essays in empirical market microstructure - ProQuest

The Paradox of 'Fraud-on-the-Market Theory': Who Relies on the...

Does Institutional Ownership Promote the Transformation of...