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Jennifer Conrad
Jennifer Conrad
Verified email at unc.edu
Title
Cited by
Cited by
Year
An anatomy of trading strategies
J Conrad, G Kaul
The Review of Financial Studies 11 (3), 489-519, 1998
15021998
Ex ante skewness and expected stock returns
J Conrad, RF Dittmar, E Ghysels
The Journal of Finance 68 (1), 85-124, 2013
9832013
Long‐term market overreaction or biases in computed returns?
J Conrad, G Kaul
The Journal of Finance 48 (1), 39-63, 1993
8731993
Time-variation in expected returns
J Conrad, G Kaul
Journal of business, 409-425, 1988
8431988
The effects of derivatives on firm risk and value
SM Bartram, GW Brown, J Conrad
Journal of Financial and Quantitative analysis 46 (4), 967-999, 2011
6282011
The price effect of option introduction
J Conrad
The Journal of Finance 44 (2), 487-498, 1989
5561989
Volume and autocovariances in short‐horizon individual security returns
JS Conrad, A Hameed, C Niden
The journal of finance 49 (4), 1305-1329, 1994
5191994
When is bad news really bad news?
J Conrad, B Cornell, WR Landsman
The Journal of Finance 57 (6), 2507-2532, 2002
4372002
Asymmetric predictability of conditional variances
J Conrad, MN Gultekin, G Kaul
The Review of Financial Studies 4 (4), 597-622, 1991
3071991
Mean reversion in short-horizon expected returns
J Conrad, G Kaul
The Review of Financial Studies 2 (2), 225-240, 1989
2931989
High-frequency quoting, trading, and the efficiency of prices
J Conrad, S Wahal, J Xiang
Journal of Financial Economics 116 (2), 271-291, 2015
2882015
Risk adjustment and trading strategies
DH Ahn, J Conrad, RF Dittmar
The Review of Financial Studies 16 (2), 459-485, 2003
2472003
Institutional trading and alternative trading systems
J Conrad, KM Johnson, S Wahal
Journal of financial economics 70 (1), 99-134, 2003
2312003
Value versus glamour
J Conrad, M Cooper, G Kaul
The Journal of Finance 58 (5), 1969-1995, 2003
2202003
Institutional trading and soft dollars
JS Conrad, KM Johnson, S Wahal
The Journal of Finance 56 (1), 397-416, 2001
2122001
Death and jackpot: Why do individual investors hold overpriced stocks?
J Conrad, N Kapadia, Y Xing
Journal of Financial Economics 113 (3), 455-475, 2014
1972014
How do analyst recommendations respond to major news?
J Conrad, B Cornell, WR Landsman, BR Rountree
Journal of Financial and Quantitative Analysis 41 (1), 25-49, 2006
1952006
Components of short-horizon individual security returns
J Conrad, G Kaul, M Nimalendran
Journal of Financial Economics 29 (2), 365-384, 1991
1831991
Profitability of short-term contrarian strategies: Implications for market efficiency
J Conrad, MN Gultekin, G Kaul
Journal of Business & Economic Statistics 15 (3), 379-386, 1997
1771997
Basis assets
DH Ahn, J Conrad, RF Dittmar
The Review of Financial Studies 22 (12), 5133-5174, 2009
1342009
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Articles 1–20