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
13461998
Long‐term market overreaction or biases in computed returns?
J Conrad, G Kaul
The Journal of Finance 48 (1), 39-63, 1993
8261993
Time-variation in expected returns
J Conrad, G Kaul
Journal of business, 409-425, 1988
7881988
Ex ante skewness and expected stock returns
J Conrad, RF Dittmar, E Ghysels
The Journal of Finance 68 (1), 85-124, 2013
6942013
The price effect of option introduction
J Conrad
The Journal of Finance 44 (2), 487-498, 1989
5061989
Volume and autocovariances in short‐horizon individual security returns
JS Conrad, A Hameed, C Niden
the Journal of finance 49 (4), 1305-1329, 1994
4861994
The effects of derivatives on firm risk and value
SM Bartram, GW Brown, J Conrad
Journal of Financial and Quantitative Analysis, 967-999, 2011
4712011
When is bad news really bad news?
J Conrad, B Cornell, WR Landsman
The Journal of Finance 57 (6), 2507-2532, 2002
3592002
Asymmetric predictability of conditional variances
J Conrad, MN Gultekin, G Kaul
The Review of Financial Studies 4 (4), 597-622, 1991
2921991
Mean reversion in short-horizon expected returns
J Conrad, G Kaul
The Review of Financial Studies 2 (2), 225-240, 1989
2851989
Risk adjustment and trading strategies
DH Ahn, J Conrad, RF Dittmar
The Review of Financial Studies 16 (2), 459-485, 2003
2202003
Institutional trading and alternative trading systems
J Conrad, KM Johnson, S Wahal
Journal of Financial Economics 70 (1), 99-134, 2003
2162003
Institutional trading and soft dollars
JS Conrad, KM Johnson, S Wahal
The Journal of Finance 56 (1), 397-416, 2001
2002001
Value versus glamour
J Conrad, M Cooper, G Kaul
The Journal of Finance 58 (5), 1969-1995, 2003
1952003
High-frequency quoting, trading, and the efficiency of prices
J Conrad, S Wahal, J Xiang
Journal of Financial Economics 116 (2), 271-291, 2015
1892015
Components of short-horizon individual security returns
J Conrad, G Kaul, M Nimalendran
Journal of Financial Economics 29 (2), 365-384, 1991
1791991
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
1581997
How do analyst recommendations respond to major news?
J Conrad, B Cornell, WR Landsman, BR Rountree
Journal of Financial and Quantitative Analysis, 25-49, 2006
1572006
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
1212014
Basis assets
DH Ahn, J Conrad, RF Dittmar
The Review of Financial Studies 22 (12), 5133-5174, 2009
992009
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Articles 1–20