1. El informe de auditoría con salvedades: ¿una mayor independencia y competencia del auditor aumenta su contenido informativo?. (2016). Martinez-Blasco, Monica ; Vivas-Crisol, Laura ; Garcia-Blandon, Josep.
   In: Revista de Contabilidad - Spanish Accounting Review.
   RePEc:eee:spacre:v:19:y:2016:i:1:p:89-101.

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2. Post-Earnings Announcement Drift in Spain and Behavioural Finance Models. (2010). Sanabria, Sonia ; Forner, Carlos.
   In: European Accounting Review.
   RePEc:taf:euract:v:19:y:2010:i:4:p:775-815.

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3. Do First and Third Quarter Unaudited Financial Reports Matter? The Portuguese Case. (2008). Alves, Carlos ; F. Teixeira dos Santos, .
   In: European Accounting Review.
   RePEc:taf:euract:v:17:y:2008:i:2:p:361-392.

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4. LIQUIDITY AND INFORMATION AROUND ANNUAL EARNINGS ANNOUNCEMENTS: AN INTRADAY ANALYSIS OF THE SPANISH STOCK MARKET. (2005). Sanabria, Sonia ; Yague, Jose ; Abad, David.
   In: Working Papers. Serie EC.
   RePEc:ivi:wpasec:2005-16.

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5. Moving the financial accounting research front forward: the UK contribution. (2005). Beattie, Vivien.
   In: The British Accounting Review.
   RePEc:eee:bracre:v:37:y:2005:i:1:p:85-114.

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6. COMPORTAMIENTO DE LOS PRECIOS Y VOLÚMENES DE NEGOCIACIÓN ANTE ANUNCIOS DE BENEFICIOS ANUALES. (2004). Sanabria, Sonia .
   In: Working Papers. Serie EC.
   RePEc:ivi:wpasec:2004-03.

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7. Accounting and capital markets: a survey of the European evidence. (2002). Dumontier, Pascal ; Raffournier, Bernard.
   In: European Accounting Review.
   RePEc:taf:euract:v:11:y:2002:i:1:p:119-151.

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1. Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation. (2012). Corsi, Fulvio ; Audrino, Francesco ; Peluso, Stefano.
   In: Economics Working Paper Series.
   RePEc:usg:econwp:2012:02.

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2. The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA. (2012). Ozuna, Teofilo ; Simpson, Marc ; Moreno, Jose.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:38:y:2012:i:3:p:347-365.

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3. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

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4. The impact of introducing a pre‐close on the New Zealand share market. (2012). Pinfold, John ; He, Danyang.
   In: Journal of Financial Regulation and Compliance.
   RePEc:eme:jfrcpp:v:20:y:2012:i:1:p:99-110.

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5. Drug approval decisions: A note on stock liquidity effects. (2012). Schiereck, Dirk ; Himmelmann, Achim .
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:5:p:640-652.

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6. The Smallest Firm Effect: an International Study. (2011). De Moor, Lieven ; Sercu, Piet.
   In: Working Papers.
   RePEc:hub:wpecon:201118.

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7. Covariance measurement in the presence of non-synchronous trading and market microstructure noise. (2011). Griffin, Jim ; Oomen, Roel C. A., .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:160:y:2011:i:1:p:58-68.

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8. Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices. (2011). Perron, Pierre ; Chun, Sungju ; Vodounou, Cosme .
   In: Boston University - Department of Economics - Working Papers Series.
   RePEc:bos:wpaper:wp2011-055.

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9. A conditional CAPM; implications for the estimation of systematic risk. (2011). Patsouri, Dimitra K. ; Milionis, Alexandros E..
   In: Working Papers.
   RePEc:bog:wpaper:131.

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10. Rendimiento de Ofertas Públicas Iniciales de Acciones en Chile: Evidencia Empírica entre 1994 y 2007. (2009). Yanez, Guillermo ; Maquieira, Carlos ; Yaez, Guillermo .
    In: Serie de Documentos de Trabajo.
    RePEc:svs:svssdt:2009-2.

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11. On portfolio optimization: How and when do we benefit from high-frequency data?. (2009). Liu, Qianqiu.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:4:p:560-582.

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12. Infinite Density at the Median and the Typical Shape of Stock Return Distributions. (2009). Phillips, Peter ; Han, Chirok ; Cho, Jin Seo ; Peter C. B. Phillips, .
    In: Discussion Paper Series.
    RePEc:iek:wpaper:0914.

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13. Price synchronicity: The closing call auction and the London stock market. (2009). Chelley-Steeley, Patricia.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:777-791.

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14. Infinite Density at the Median and the Typical Shape of Stock Return Distributions. (2009). Phillips, Peter ; Han, Chirok ; Cho, Jin Seo ; Peter C. B. Phillips, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1701.

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15. Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise. (2008). Mancino, Maria Elvira ; Sanfelici, S..
    In: Economics Department Working Papers.
    RePEc:par:dipeco:2008-me01.

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16. Unbiased covariance estimation with interpolated data. (2007). Renò, Roberto ; Kanatani, Taro ; Reno, Roberto.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:502.

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17. Realized Correlation Tick-by-Tick. (2007). Corsi, Fulvio ; Audrino, Francesco.
    In: University of St. Gallen Department of Economics working paper series 2007.
    RePEc:usg:dp2007:2007-02.

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18. Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models. (2007). Xekalaki, Evdokia ; Degiannakis, Stavros.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:2:p:149-171.

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19. Not all call auctions are created equal: evidence from Hong Kong. (2007). Rydge, James ; Burridge, Hayley ; Comerton-Forde, Carole.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:29:y:2007:i:4:p:395-413.

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20. Opening and closing behavior following the introduction of call auctions in Singapore. (2007). McInish, Thomas ; Lau, Sie Ting ; Comerton-Forde, Carole.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:15:y:2007:i:1:p:18-35.

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21. Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?. (2006). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050089.

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22. A liquidity-augmented capital asset pricing model. (2006). Liu, Weimin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:3:p:631-671.

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23. Ripples through markets: Inter-market impacts generated by large trades. (2006). Ellul, Andrew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:1:p:173-196.

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24. Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis. (2006). Iori, Giulia ; Mattiussi, V..
    In: Working Papers.
    RePEc:cty:dpaper:06/09.

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25. Hedge Funds: Risk and Return. (2004). Malkiel, Burton G. ; Saha, Atanu.
    In: Working Papers.
    RePEc:pri:cepsud:104malkiel.

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26. Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review. (2004). Xekalaki, Evdokia ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:80487.

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27. Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns. (2004). Wagner, Niklas.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:18:y:2004:i:1:p:59-72.

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28. An econometric model of serial correlation and illiquidity in hedge fund returns. (2004). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:3:p:529-609.

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29. Managing investment risks of institutional private equity investors: The challenge of illiquidity. (2003). Kaserer, Christoph ; Wagner, Niklas ; Achleitner, Ann-Kristin.
    In: CEFS Working Paper Series.
    RePEc:zbw:cefswp:200301.

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30. Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio. (2003). Robotti, Cesare.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-6.

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31. Stock vs. stock-warrant units: evidence from seasoned offerings. (2003). Moore, William T. ; Byoun, Soku.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:9:y:2003:i:5:p:575-590.

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32. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps. (2002). Jagannathan, Ravi ; Ma, Tongshu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8922.

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33. An investigation of insider trading profits in the Spanish stock market. (2002). Perote, Javier ; DEL BRIO, ESTHER ; Miguel, Alberto.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:42:y:2002:i:1:p:73-94.

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34. Un análisis de los efectos de la crisis de Banesto sobre la banca y la industria. (2000). Gonzalez-Mendez, V. M. ; Gonzalez-Rodriguez, F..
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:24:y:2000:i:3:p:611-640.

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35. Procedimientos de resolución de insolvencia financiera en España: costes de insolvencia y transferencia de riqueza. (2000). Gonzalez-Mendez, V. M. ; Gonzalez-Rodriguez, Francisco.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:24:y:2000:i:2:p:357-384.

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36. The Wildcard Option in Transacting Mutual-Fund Shares. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:00-03.

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37. Regularities in the equity price response to earnings announcements in Spain. (1999). Maria Jose Arcas Pellicer, William Page Rees, .
    In: European Accounting Review.
    RePEc:taf:euract:v:8:y:1999:i:4:p:585-607.

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38. The wildcard option in transaction mutual-fund shares. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:25-99.

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39. Performance of various transaction frequencies under call markets: The case of Taiwan. (1999). Lee, Yi-Tsung ; Lang, Larry ; Lee, Yi Tsung, .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:1:p:23-39.

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40. The hedging effectiveness of DAX futures. (1998). G. Lypny, M. Powalla, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:4:y:1998:i:4:p:345-355.

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41. La valoración por el mercado de capitales español de la financiación bancaria y de las emisiones de obligaciones. (1997). Gonzalez, Victor.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:21:y:1997:i:1:p:111-128.

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42. The impact of the return interval on the estimation of systematic risk. (1997). Brailsford, Timothy J. ; Josev, Thomas.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:5:y:1997:i:3:p:357-376.

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43. The covariance-factor structure of daily returns in a thinly traded stock market. (1997). Martikainen, T. ; Kallunki, J-P., .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:7:y:1997:i:2:p:113-125.

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44. Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results. (1997). Beer, Francisca Marie.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:8:y:1997:i:1:p:83-94.

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45. High frequency analysis of lead-lag relationships between financial markets. (1997). Nijman, Theo ; de Jong, Frank.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:2-3:p:259-277.

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46. La reacción de los precios de las acciones ante anuncios de dividendos: la evidencia empírica en el mercado español de valores. (1995). Rodriguez, Francisco Gonzalez.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:19:y:1995:i:2:p:249-268.

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47. Data frequency and the number of factors in stock returns. (1995). Huang, Roger D. ; Jo, Hoje.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:6:p:987-1003.

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48. Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test. (1987). Lo, Andrew ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2168.

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49. Why beta shifts as the return interval changes. (1983). hawawini, gabriel.
    In: MPRA Paper.
    RePEc:pra:mprapa:44893.

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50. The intertemporal cross-price behavior of common stocks: Evidence and impications. (1980). hawawini, gabriel.
    In: MPRA Paper.
    RePEc:pra:mprapa:44896.

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