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Bhattacharya, Utpal Ng, David Tat-chee Chang, Charles Wang, Albert Lee, Charles M. C. Guo, Jie Qun Chen, An-sing Leung, Mark T. Charoenrook, Anchada Aida Jorgenson, Brian Kehr, Carl-Heinrich Bhattacharya, Uptal Charoenrook, Anchada Chapman, Duane Slaibi, Ahmad Slaibi, A. Welker, Michael All co-authors market trading returns law stock level insider paper model index markets models skewness asymmetry price data firm short switching garch news prices asymmetric laws classification leverage regime capital securities evidence return better event study analyst shows cost corporate announcements financial investors accuracy equity empirical value option good emerging conditional aggregate selling learn performance shares used effect forecasts unlevered restrictions security enforcement countries using based grunbichler longstaff insiderhandel governance affect oil options conditions sample predictability following traditional efficient relevant relative develop cmg direction investment values world forecasting enforce prediction volume suggests fully terms approach predict increase rules increases different volatility indices set
Composed corporate news switching regime level estimation news announcements law better better good short selling investors learn learn analyst analyst accuracy insider trading trading law volatility index cost equity conditional skewness market returns asymmetric garch grunbichler longstaff aggregate market capital market market governance market performance trading laws markets efficient efficient corporate announcements value value relevant classification models good law estimation models law enforce stock markets trading rules level asymmetry index level unlevered firm firm volatility volatility asymmetric selling restrictions world price security laws affect market oil price securities law mexican corporate volatility returns lagged returns skewness returns skewed following stock prices empirical evidence prices rise operating leverage firm level cmg index forecast error neural network threshold trading volatility grunbichler longstaff model regime asymmetric model traditional event event event curious curious case case emerging emerging market skewness aggregate market wide wide short price insider governance security laws affect forecasting stock stock indices comparison classification classification level switching asymmetric garch options oil futures paper argues argues theoretically theoretically empirically law enforced july june bid ask rise fall
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Hazem Daouk Alternative spellings: H. Daouk Biblio: Tätig am Dep. of Applied Economics and Management, Cornell Univ., Ithaca, NY
Q5688214
Publishing years Series Working papers / Cornell University, Department of Applied Economics and Management (7) AFA 2008 New Orleans Meetings Paper (1) AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI (1) AFA 2007 Chicago Meetings (1) CFS working paper series (1) Delovni zvezki / Raziskovalni Center Ekonomske Fakultete (1) 
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