Streaks in Earnings Surprises and the Cross-Section of Stock Returns

by LOH, Roger, WARACHKA, Mitch
Published 2012

The impact of gains and losses on homeowner decisions

by HONG, Dong, Loh, Roger, Warachka, Mitch
Published 2014

The impact of gains and losses on homeowner decisions

by HONG, Dong, LOH, Roger, WARACHKA, Mitch
Published 2014

Optimal liquidation strategies and their implications

by TING, Christopher, WARACHKA, Mitch, ZHAO, Yonggan
Published 2007

Do large gains make willing sellers?

by HONG, Dong, LOH, Roger, WARACHKA, Mitch
Published 2022

Realization utility and real estate

by HONG, Dong, LOH, Kiat Roger, WARACHKA, Mitch
Published 2016

The Implied Jump Risk of LIBOR Rates

by LIM, Kian Guan, TING, Christopher, WARACHKA, Mitch
Published 2005

Forecast Accuracy Uncertainty and Momentum

by HAN, Bing, HONG, Dong, Warachka, Mitch C.
Published 2009

An Improved Test for Statistical Arbitrage

by JARROW, Robert, TEO, Melvyn, TSE, Yiu Kuen, WARACHKA, Mitch
Published 2012

Modeling transaction data of trade direction and estimation of probability of informed trading

by TAY, Anthony S., TING, Christopher, TSE, Yiu Kuen, WARACHKA, Mitch
Published 2007

Statistical Arbitrage and Market Efficiency: Enhanced Theory, Robust Tests and Further Applications

by JARROW, Robert A., TEO, Melvyn, TSE, Yiu Kuen, WARACHKA, Mitch
Published 2005