Mitch Warachka
Mitch Warachka
C. Larry Hoag Chair in Real Estate, Professor of Finance, Chapman University
Geverifieerd e-mailadres voor chapman.edu - Homepage
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Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
S Hogan, R Jarrow, M Teo, M Warachka
Journal of Financial economics 73 (3), 525-565, 2004
2292004
Pricing options in an extended Black Scholes economy with illiquidity: Theory and empirical evidence
U Cetin, R Jarrow, P Protter, M Warachka
The Review of Financial Studies 19 (2), 493-529, 2006
2012006
Frog in the pan: Continuous information and momentum
Z Da, UG Gurun, M Warachka
The review of financial studies 27 (7), 2171-2218, 2014
1722014
Cashflow risk, systematic earnings revisions, and the cross-section of stock returns
Z Da, MC Warachka
Journal of Financial Economics 94 (3), 448-468, 2009
1022009
Tobin's q does not measure firm performance: Theory, empirics, and alternatives
PH Dybvig, M Warachka
Empirics, and Alternatives (March 5, 2015), 2015
952015
Using high-frequency transaction data to estimate the probability of informed trading
A Tay, C Ting, YK Tse, M Warachka
Journal of Financial Econometrics 7 (3), 288-311, 2009
682009
Streaks in earnings surprises and the cross-section of stock returns
RK Loh, M Warachka
Management Science 58 (7), 1305-1321, 2012
562012
The disparity between long-term and short-term forecasted earnings growth
Z Da, M Warachka
Journal of Financial Economics 100 (2), 424-442, 2011
522011
Tobin’s Q does not measure firm performance: Theory, empirics, and alternative measures
PH Dybvig, M Warachka
SSRN eLibrary. http://papers. ssrn. com/sol3/papers. cfm, 2012
322012
An improved test for statistical arbitrage
R Jarrow, M Teo, YK Tse, M Warachka
Journal of Financial Markets 15 (1), 47-80, 2012
322012
Statistical arbitrage and market efficiency: Enhanced theory, robust tests and further applications
RA Jarrow, M Teo, YK Tse, M Warachka
Robust Tests and Further Applications (February 2005), 2005
192005
Optimal liquidation strategies and their implications
C Ting, M Warachka, Y Zhao
Journal of Economic Dynamics and Control 31 (4), 1431-1450, 2007
172007
Forecast accuracy uncertainty and momentum
B Han, D Hong, M Warachka
Management Science 55 (6), 1035-1046, 2009
162009
Ethnoveterinary medicine in western India
JK Malik, AM Thacker, A Ahmed
Ethnoveterinary Research and Development, Edited by Mc Corkle C …, 1996
16*1996
Tobin's Q does not measure firm performance: theory, empirics
PH Dybvig, M Warachka
Available at SSRN 1562444, 2015
152015
Option pricing with liquidity risk
U Cetin, RA Jarrow, P Protter, M Warachka
Preprint, Cornell University, 2002
152002
Momentum and informed trading
A Hameed, D Hong, M Warachka
EFA 2008 Athens Meetings Paper, 2008
132008
The implied jump risk of LIBOR rates
LK Guan, C Ting, M Warachka
Journal of Banking & Finance 29 (10), 2503-2522, 2005
122005
A quantum field theory term structure model applied to hedging
BE Baaquie, M Srikant, MC Warachka
International Journal of Theoretical and Applied Finance 6 (05), 443-467, 2003
122003
Transaction-data analysis of marked durations and their implications for market microstructure
AS Tay, C Ting, YK Tse, M Warachka
Singapore Management University School of Economics, Paper No 09-2004, 2004
112004
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Artikelen 1–20