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YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODELJEYASREEDHARAN, NAGARATNAM; ALLEN, DAVID E; YANG, JOEY WENLING · Annals of Financial Economics · 2014
Variation of Share Prices Due to Fundamental and Non-fundamental InnovationsAllen, David E.; Yang, Wenling Joey · SSRN Electronic Journal · 2001
The Evolution of Informed Liquidity Provision and Consumption: Evidence from an Order Driven MarketAllen, David E.; Wee, Marvin; Yang, Joey (Wenling) · SSRN Electronic Journal · 2013
The Economics of Credit CardsZywicki, Todd J. · SSRN Electronic Journal · 2000
Fraudulent Accounting and Other Doping GamesBerentsen, Aleksander; Lengwiler, Yvan · SSRN Electronic Journal · 2003
A Creepy WorldSornette, Didier; Cauwels, Peter · SSRN Electronic Journal · 2013
Capital Structure ChoicesFama, Eugene F.; French, Kenneth R. · SSRN Electronic Journal · 2011
Crowdfunding: Disintermediated Investment BankingRubinton, Brian J. · SSRN Electronic Journal · 2011
Exporting and ProductivityBernard, Andrew B.; Jensen, J. Bradford Bradford · SSRN Electronic Journal · 1999
Minimum Variance Portfolio CompositionClarke, Roger; de Silva, Harindra; Thorley, Steven · SSRN Electronic Journal · 2010
Habits and HumpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian · SSRN Electronic Journal · 2013