The hedging performance of the new futures markets LH Ederington The journal of finance 34 (1), 157-170, 1979 | 2488 | 1979 |
How markets process information: News releases and volatility LH Ederington, JH Lee The Journal of Finance 48 (4), 1161-1191, 1993 | 1386 | 1993 |
Is a bond rating downgrade bad news, good news, or no news for stockholders? JC Goh, LH Ederington The journal of finance 48 (5), 2001-2008, 1993 | 806 | 1993 |
Bond rating agencies and stock analysts: who knows what when? LH Ederington, JC Goh Journal of Financial and Quantitative Analysis 33 (4), 569-585, 1998 | 495 | 1998 |
The informational content of bond ratings LH Ederington, JB Yawitz, BE Roberts Journal of Financial Research 10 (3), 211-226, 1987 | 477 | 1987 |
The short-run dynamics of the price adjustment to new information LH Ederington, JH Lee Journal of Financial and Quantitative Analysis 30 (1), 117-134, 1995 | 427 | 1995 |
Classification models and bond ratings LH Ederington Financial review 20 (4), 237-262, 1985 | 395 | 1985 |
The creation and resolution of market uncertainty: the impact of information releases on implied volatility LH Ederington, JH Lee Journal of Financial and Quantitative Analysis 31 (4), 513-539, 1996 | 379 | 1996 |
Reputation, certification, warranties, and information as remedies for seller‐buyer information asymmetries: Lessons from the online comic book market M Dewally, L Ederington The Journal of Business 79 (2), 693-729, 2006 | 301 | 2006 |
Why split ratings occur LH Ederington Financial Management, 37-47, 1986 | 227 | 1986 |
Cross-sectional variation in the stock market reaction to bond rating changes JC Goh, LH Ederington The Quarterly Review of Economics and Finance 39 (1), 101-112, 1999 | 211 | 1999 |
Who trades futures and how: Evidence from the heating oil futures market L Ederington, JH Lee The Journal of Business 75 (2), 353-373, 2002 | 185 | 2002 |
Forecasting volatility LH Ederington, W Guan Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 175 | 2005 |
The bond rating process LH Ederington, JB Yawitz Washington University. Institute of Banking and Financial Markets, 1985 | 160 | 1985 |
Bond market event study methods L Ederington, W Guan, LZ Yang Journal of Banking & Finance 58, 281-293, 2015 | 129 | 2015 |
Tax shields, sample‐selection bias, and the information content of conversion‐forcing bond calls CJ Campbell, LH Ederington, P Vankudre The Journal of Finance 46 (4), 1291-1324, 1991 | 114 | 1991 |
Taxes, default risk, and yield spreads JB Yawitz, KJ Maloney, LH Ederington The Journal of Finance 40 (4), 1127-1140, 1985 | 108 | 1985 |
How asymmetric is US stock market volatility? LH Ederington, W Guan Journal of Financial Markets 13 (2), 225-248, 2010 | 105 | 2010 |
Is implied volatility an informationally efficient and effective predictor of future volatility? L Ederington, W Guan Journal of Risk, 2002 | 101 | 2002 |
Determinants of trader profits in commodity futures markets M Dewally, LH Ederington, CS Fernando The Review of Financial Studies 26 (10), 2648-2683, 2013 | 98 | 2013 |