Anticipated and repeated shocks in liquid markets

Academic journals

Publication Date

01/08/2013

Review of Financial Studies

Publication Authors

Hongjun Yan

Jinfan Zhang

Lou, Dong, Yan, Hongjun and Zhang, Jinfan (2013) Anticipated and repeated shocks in liquid markets. Review of Financial Studies, 26 (8). pp. 1891-1912.

Winner of NASDAQ OMX Award for Best Paper on Asset Pricing, Western Finance Association, 2011