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Mitch Warachka
Mitch Warachka
C. Larry Hoag Chair in Real Estate, Professor of Finance, Chapman University
Verified email at chapman.edu - Homepage
Title
Cited by
Cited by
Year
Frog in the pan: Continuous information and momentum
Z Da, UG Gurun, M Warachka
The review of financial studies 27 (7), 2171-2218, 2014
2662014
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
S Hogan, R Jarrow, M Teo, M Warachka
Journal of Financial economics 73 (3), 525-565, 2004
2372004
Pricing options in an extended Black Scholes economy with illiquidity: Theory and empirical evidence
U Cetin, R Jarrow, P Protter, M Warachka
The Review of Financial Studies 19 (2), 493-529, 2006
2282006
Tobin's q does not measure firm performance: Theory, empirics, and alternatives
PH Dybvig, M Warachka
Empirics, and Alternatives (March 5, 2015), 2015
1362015
Cashflow risk, systematic earnings revisions, and the cross-section of stock returns
Z Da, MC Warachka
Journal of Financial Economics 94 (3), 448-468, 2009
1232009
The disparity between long-term and short-term forecasted earnings growth
Z Da, M Warachka
Journal of Financial Economics 100 (2), 424-442, 2011
752011
Using high-frequency transaction data to estimate the probability of informed trading
A Tay, C Ting, YK Tse, M Warachka
Journal of Financial Econometrics 7 (3), 288-311, 2009
742009
Streaks in earnings surprises and the cross-section of stock returns
RK Loh, M Warachka
Management Science 58 (7), 1305-1321, 2012
722012
Tobin’s Q does not measure firm performance: Theory, empirics, and alternative measures
PH Dybvig, M Warachka
SSRN eLibrary. http://papers. ssrn. com/sol3/papers. cfm, 2012
422012
An improved test for statistical arbitrage
R Jarrow, M Teo, YK Tse, M Warachka
Journal of Financial Markets 15 (1), 47-80, 2012
332012
Investment in a smaller world: The implications of air travel for investors and firms
Z Da, UG Gurun, B Li, M Warachka
Management Science 67 (1), 417-435, 2021
212021
Statistical arbitrage and market efficiency: Enhanced theory, robust tests and further applications
RA Jarrow, M Teo, YK Tse, M Warachka
Robust Tests and Further Applications (February 2005), 2005
202005
Forecast accuracy uncertainty and momentum
B Han, D Hong, M Warachka
Management science 55 (6), 1035-1046, 2009
192009
Optimal liquidation strategies and their implications
C Ting, M Warachka, Y Zhao
Journal of Economic Dynamics and Control 31 (4), 1431-1450, 2007
182007
Momentum and informed trading
A Hameed, D Hong, M Warachka
EFA 2008 Athens Meetings Paper, 2008
152008
Option pricing with liquidity risk
U Cetin, RA Jarrow, P Protter, M Warachka
Preprint, Cornell University, 2002
152002
A quantum field theory term structure model applied to hedging
BE Baaquie, M Srikant, MC Warachka
International Journal of Theoretical and Applied Finance 6 (05), 443-467, 2003
132003
The implied jump risk of LIBOR rates
LK Guan, C Ting, M Warachka
Journal of Banking & Finance 29 (10), 2503-2522, 2005
122005
Fiscal policy, consumption risk, and stock returns: Evidence from US states
Z Da, M Warachka, H Yun
Journal of financial and quantitative analysis 53 (1), 109-136, 2018
112018
The impact of fiscal policy on stock returns
Z Da, M Warachka, H Yun
Singapore Management University, School of Economics 29, 2012
112012
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