E-LIB Suche - Ergebnisse für: Ma, Tongshu

1

A Note on "Risk Reduction in Large Portfolios: Why Imposing..:

JAGANNATHAN, RAVI ; MA, TONGSHU ; ZHANG, JIAQI
The Journal of Finance. 74 (2019) 5 - p. 2689-2696 , 2019

Link: https://doi.org/10.1111/..

2

A Note on "Risk Reduction in Large Portfolios: Why Imposing..:

JAGANNATHAN, RAVI ; MA, TONGSHU ; ZHANG, JIAQI
The Journal of Finance. 74 (2019) 5 - p. 2689-2696 , 2019

Link: https://www.jstor.org/st..

3

Does the value of cash holdings deteriorate or improve with..:

Huang, Pinghsun ; Guo, Jun ; Ma, Tongshu.
Journal of Banking & Finance. 54 (2015) - p. 30-45 , 2015

Link: https://doi.org/10.1016/..

4

Short sales and the weekend effect—Evidence from a natural ..:

Gao, Pengjie ; Hao, Jia ; Kalcheva, Ivalina.
Journal of Financial Markets. 26 (2015) - p. 85-102 , 2015

Link: https://doi.org/10.1016/..

5

Bid-Ask Spread, Quoted Depths, and Unexpected Duration Betw..:

Ruan, Jun ; Ma, Tongshu
Journal of Financial Services Research. 51 (2015) 3 - p. 385-436 , 2015

Link: https://doi.org/10.1007/..

6

EX‐DIVIDEND DAY PRICE BEHAVIOR OF EXCHANGE‐TRADED FUNDS:

Ruan, Jun (Tony) ; Ma, Tongshu
Journal of Financial Research. 35 (2012) 1 - p. 29-53 , 2012

Link: https://doi.org/10.1111/..

7

Are Short Sellers Informed? Evidence from the 2007–2008 Sub..:

Liu, Ming ; Ma, Tongshu ; Zhang, Yan
Financial Review. 47 (2012) 1 - p. 199-218 , 2012

Link: https://doi.org/10.1111/..

8

The 52-week high momentum strategy in international stock m..:

Liu, Ming ; Liu, Qianqiu ; Ma, Tongshu
Journal of International Money and Finance. 30 (2011) 1 - p. 180-204 , 2011

Link: https://doi.org/10.1016/..

9

Jackknife Estimator for Tracking Error Variance of Optimal ..:

Basak, Gopal K. ; Jagannathan, Ravi ; Ma, Tongshu
Management Science. 55 (2009) 6 - p. 990-1002 , 2009

Link: https://www.jstor.org/st..

10

Are ex‐day dividend clientele effects dead? Dividend yield ..:

Jakob, Keith J. ; Ma, Tongshu
Journal of Empirical Finance. 14 (2007) 5 - p. 718-735 , 2007

Link: https://doi.org/10.1016/..

11

Limit Order Adjustment Mechanisms and Ex-Dividend Day Stock..:

Jakob, Keith ; Ma, Tongshu
Financial Management. 34 (2005) 3 - p. 89-101 , 2005

Link: https://www.jstor.org/st..

12

Limit Order Adjustment Mechanisms and Ex-Dividend Day Stock..:

Jakob, Keith ; Ma, Tongshu
Financial Management. 34 (2005) 3 - p. 89-101 , 2005

Link: https://doi.org/10.1111/..

13

A Jackknife Estimator for Tracking Error Variance of Optima..

NBER working paper series, no. w10447

Basak, Gopal K ; Jagannathan, Ravi ; Ma, Tongshu , 2004

Link: https://www.nber.org/pap..

14

Tick size, NYSE rule 118, and ex-dividend day stock price b..:

Jakob, Keith ; Ma, Tongshu
Journal of Financial Economics. 72 (2004) 3 - p. 605-625 , 2004

Link: https://doi.org/10.1016/..

15

Risk Reduction in Large Portfolios: Why Imposing the Wrong ..:

Jagannathan, Ravi ; Ma, Tongshu
The Journal of Finance. 58 (2003) 4 - p. 1651-1683 , 2003

Link: https://www.jstor.org/st..