- Trading volume and stock returns: A meta-analysis2021 | Faculty of Social Sciences
- Trading Volume and Stock Returns: A Meta-AnalysisPublication without faculty affiliation
- Firm size and stock returns: a quantitative survey2019 | Faculty of Social Sciences
- Firm Size and Stock Returns: A Meta-AnalysisPublication without faculty affiliation
- Media-expressed tone, option characteristics, and stock return predictability2022 | Faculty of Mathematics and Physics
- Weekday seasonality of stock returns: The contrary case of China2020 | Faculty of Social Sciences
- CAPM beta, size, book-to-market, and momentum in realized stock returns2010 | Publication without faculty affiliation
- How do neural networks enhance the predictability of Central European stock returns?2008 | Faculty of Mathematics and Physics
- Trading volume and prediction of stock return reversals: Conditioning on investor types' trading2019 | Faculty of Social Sciences
- Does sentiment affect stock returns? A meta-analysis across survey-based measures2023 | Faculty of Social Sciences
- An Application of the GARCH-t Model on Central European Stock Returns2004 | Faculty of Social Sciences
- Common Cycles in Volatility and Cross Section of Stock ReturnsPublication without faculty affiliation
- Uncovering the skewness news impact curve2016 | Publication without faculty affiliation
- Does Stock Liquidity Explain the Premium for Stock Price Momentum?2014 | Publication without faculty affiliation
- Institutional Overcrowding Everyday2023 | Faculty of Social Sciences
- Investor types' trading around the short-termreversal pattern2022 | Faculty of Social Sciences
- Stock market reaction to debt financing arrangements in Russia2010 | Faculty of Social Sciences
- Directional news impact curve2021 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Credit Rating Downgrade Risk on Equity ReturnsPublication without faculty affiliation
- Bank credit, liquidity shocks and firm performance : evidence from the financial crisis of 2007-2009Publication without faculty affiliation
- Bank credit, liquidity shocks and firm performance: evidence from the financial crisis of 2007-2009Publication without faculty affiliation
- Seasonality and the non-trading effect on central European stock markets2006 | Faculty of Social Sciences
- Intraday effect of macroeconomic announcements on CEE financial markets2008 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- The reaction of asset prices to macroeconomic announcements in new EU markets: evidence from intraday data +12008 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- The reaction of asset prices to macroeconomic announcements in new EU markets : evidence from intraday data2008 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta2015 | Publication without faculty affiliation
- Intra-industry transfer of information inferred from trading volumePublication without faculty affiliation
- Intraday seasonality and intraday value-at-risk2010 | Faculty of Social Sciences
- Pricing of Traded Warrants with NIG model2010 | Publication without faculty affiliation