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Publications by Amy K. Dittmar
Can Managers Time the Market? Evidence Using Repurchase Price Data
SSRN Electronic Journal
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Credibility of Corporate Announcements and Market Reaction: Evidence From Canadian Share Repurchase Programs
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Stock Market Efficiency and Price Limits: Evidence From Korea’s Recent Expansion of Price Limits
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Short-Selling, Margin-Trading, and Price Efficiency: Evidence From the Chinese Market
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A Re-Assessment of House Price Indices: Evidence From the Spanish Market
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Effect of Repurchase Announcement on the Polish Alternative Stock Market
What Can Price Volatility Tell Us About Market Efficiency? Conditional Heteroscedasticity in Historical Commodity Price Series
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Measuring Oil-Price Shocks Using Market-Based Information
IMF Working Papers