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Grant McQueen

19 works· latest 2012· 2 institutionscluster: provisional

h-index19

i1019

Citations2,564

Works here19

Most cited in this library

Stock Prices, News, and Business Conditions1993 · 675 citations
Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns1996 · 274 citations
Bubbles, Stock Returns, and Duration Dependence1994 · 173 citations
Do Out‐of‐State Buyers Pay More for Real Estate? An Examination of Anchoring‐Induced Bias and Search Costs2004 · 170 citations
Stock prices, news, and business conditions1993 · 153 citations

Works

19 shown

Soft Strategic Information and IPO Underpricing

Journal of Behavioral Finance·2012·3 authors·Open access

51citations

Lockups Revisited

Journal of Financial and Quantitative Analysis·2005·3 authors

81citations

The Effects of Inflation News on High Frequency Stock Returns

The Journal of Business·2004·3 authors·Open access

107citations

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

Review of Financial Studies·2004·2 authors·Open access

78citations

Do Out‐of‐State Buyers Pay More for Real Estate? An Examination of Anchoring‐Induced Bias and Search Costs

Real Estate Economics·2004·3 authors

170citations

Revisiting the stock price impact of quality awards

Omega·1999·3 authors·Open access

Cross-autocorrelation in Asian stock markets

Pacific-Basin Finance Journal·1999·3 authors

48citations

Mining Fool's Gold

Financial Analysts Journal·1999·2 authors·Open access

31citations

Are there rational speculative bubbles in Asian stock markets?

Pacific-Basin Finance Journal·1998·3 authors

106citations

REITs, real estate, and inflation: Lessons from the gold market

The Journal of Real Estate Finance and Economics·1995·2 authors

42citations

Bubbles, Stock Returns, and Duration Dependence

Journal of Financial and Quantitative Analysis·1994·2 authors

173citations

Stock Prices, News, and Business Conditions

Review of Financial Studies·1993·2 authors

675citations

Stock prices, news, and business conditions

Review of Financial Studies·1993·2 authors

153citations

Asymmetric business cycle turning points

Journal of Monetary Economics·1993·2 authors

152citations

Long-Horizon Mean-Reverting Stock Prices Revisited

Journal of Financial and Quantitative Analysis·1992·1 author

149citations

Are Stock Returns Predictable? A Test Using Markov Chains

The Journal of Finance·1991·2 authors

117citations

Stock Prices, News, and Business Conditions

National Bureau of Economic Research·1990·2 authors·report·Open access

32citations