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Publications by Patrick Langetieg

Who Sold During the Crash of 2008-9? Evidence From Tax-Return Data on Daily Sales of Stock

SSRN Electronic Journal

English

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How Income Changes During Unemployment: Evidence From Tax Return Data

SSRN Electronic Journal

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The 2008 UK Banking Crash: Evidence From Option Implied Volatility

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Does Innovation Cause Stock Market Runups? Evidence From the Great Crash

American Economic Review

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Volatility and Skewness Spillover Between Stock Index and Stock Index Futures Markets During a Crash Period: New Evidence From China

International Review of Economics and Finance

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The Effect of Macro Economic Variables on Stock Return of Companies That Listed in Stock Exchange: Empirical Evidence From Indonesia

International Journal of Business and Management

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Weather Impacts on Chinese Stock Return—Evidence From 7 Cities in China

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Stock Return and Trading Volume Distribution Across the Day-Of-The-Week: Evidence From the Japanese Stock Market

Journal of Economic and Social Studies

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Daily Prediction of Major Stock Indices From Textual WWW Data

Transactions Hong Kong Institution of Engineers

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Bayesian Estimation of the Fractional Ornstein-Uhlenbeck Instantaneous Rate of Asset Return Process: Evidence From High-Frequency Stock Price Data

English