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Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2015-03, Vol.77 (2), p.475-507

2015

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Structural Shifts in Credit Rating Standards

The Journal of finance (New York), 2013-12, Vol.68 (6), p.2435-2470

ALP, AYSUN

2013

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Condition-number-regularized covariance estimation

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2013-06, Vol.75 (3), p.427-450

2013

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The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

The Journal of finance (New York), 2004-08, Vol.59 (4), p.1901-1930

2004

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The Long-Run Stock Returns Following Bond Ratings Changes

The Journal of finance (New York), 2001-02, Vol.56 (1), p.173-203

2001

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Are Firms Underleveraged? An Examination of the Effect of Leverage on Default Probabilities

The Journal of finance (New York), 2005-06, Vol.60 (3), p.1427-1459

MOLINA, CARLOS A.

2005

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Cost of Equity and S&P 500 Index Revisions

Financial management, 2012-06, Vol.41 (2), p.457-481

2012

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Rational decision-making and firm performance: the moderating role of the environment

Strategic management journal, 1997-08, Vol.18 (7), p.583-591

1997

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What Drives the S&P 500 Inclusion Effect? An Analytical Survey

Financial management, 2006-12, Vol.35 (4), p.31-48

2006

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What's in the News? Information Content of S&P 500 Additions

Financial management, 2007-09, Vol.36 (3), p.113-124

Cai, Jie

2007

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Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2000, Vol.62 (1), p.57-75

2000

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The Effect of Bond Rating Agency Announcements on Bond and Stock Prices

The Journal of finance (New York), 1992-06, Vol.47 (2), p.733-752

1992

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Stock Prices, Earnings, and Expected Dividends

The Journal of finance (New York), 1988-07, Vol.43 (3), p.661-676

1988

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Why Wait? A Century of Life Before IPO

The American economic review, 2001-05, Vol.91 (2), p.336-341

2001

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Multivariate stochastic volatility, leverage and news impact surfaces

The econometrics journal, 2009-01, Vol.12 (2), p.292-309

2009

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Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

The Journal of finance (New York), 1986-09, Vol.41 (4), p.815-829

1986

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Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

Financial management, 2000-10, Vol.29 (3), p.71-87

2000

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On the Peculiar Distribution of the U.S. Stock Indexes' Digits

The American statistician, 1996-11, Vol.50 (4), p.311-313

Ley, Eduardo

1996

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The Persistence of Volatility and Stock Market Fluctuations

The American economic review, 1986-12, Vol.76 (5), p.1142-1151

1986

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Daily and Intradaily Tests of European Put-Call Parity

Journal of financial and quantitative analysis, 1995-12, Vol.30 (4), p.519-539

1995

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Integrating market statistics, institutional features, and theory: An experiential approach to teaching investments

Journal of financial education, 2008-01, Vol.34 (2), p.112-136

Neumann, John J

2008

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Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?

The American economic review, 1981-06, Vol.71 (3), p.421-436

Shiller, Robert J.

1981

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Financial health and airline safety

Managerial and decision economics, 2004-01, Vol.25 (1), p.1-16

2004

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Bayesian Inference in the Noncentral Student-t Model

Journal of computational and graphical statistics, 2002-03, Vol.11 (1), p.208-221

Tsionas, Efthymios G

2002

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Institutional Ownership and Changes in the S&P 500

The Journal of finance (New York), 1989-06, Vol.44 (2), p.509-514

1989

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Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation

Structural Shifts in Credit Rating Standards

Condition-number-regularized covariance estimation

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

The Long-Run Stock Returns Following Bond Ratings Changes

Are Firms Underleveraged? An Examination of the Effect of Leverage on Default Probabilities

Cost of Equity and S&P 500 Index Revisions

Rational decision-making and firm performance: the moderating role of the environment

What Drives the S&P 500 Inclusion Effect? An Analytical Survey

What's in the News? Information Content of S&P 500 Additions

Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

The Effect of Bond Rating Agency Announcements on Bond and Stock Prices

Stock Prices, Earnings, and Expected Dividends

Why Wait? A Century of Life Before IPO

Multivariate stochastic volatility, leverage and news impact surfaces

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

On the Peculiar Distribution of the U.S. Stock Indexes' Digits

The Persistence of Volatility and Stock Market Fluctuations

Daily and Intradaily Tests of European Put-Call Parity

Integrating market statistics, institutional features, and theory: An experiential approach to teaching investments

Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?

Financial health and airline safety

Bayesian Inference in the Noncentral Student-t Model

Institutional Ownership and Changes in the S&P 500

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