Browsing by Author "Prather, Laurie"

UTSePress Research/Manakin Repository

Search UTSePress Research


My Account

Browsing by Author "Prather, Laurie"

Sort by: Order: Results:

  • Bertin, William; Kofman, Paul; Prather, Laurie; Michayluk, Dave (American Real Estate Society, 2005)
  • Bertin, William; Prather, Laurie; Michayluk, Dave (Business Perspectives, 2008)
    The neglected firm effect is the phenomenon where stocks of less widely-known firms have larger returns than that predicted by asset pricing models. Researchers have found mitigating variables, such as the price of the ...
  • Prather, Laurie; Michayluk, Dave (Multinational Finance Society, 2008)
    Most exchanges do not report trade direction thus researchers and traders must deduce whether a trade is buyer or seller initiated since this information is required to evaluate models of bid-ask spread components and to ...
  • Prather, Laurie; Woo, Li-Anne; Yip, Henry; Michayluk, Dave (Korean Securities Association, 2009)
    This paper develops a cross-market model to extend Huang and Stoll (1997) by utilizing information from trade flows in the options market. Empirical tests reveal a significant increase in the estimated adverse information ...