Concepedia
Statistics
Publications
12
Citations
1.3K
H-Index
11
Active since
1984
Affiliations
University of Cincinnati(Current)
Community Options (United States)
College of Business Administration
Jens A. Stephan is an author at University of Cincinnati specializing in business, finance, and accounting.
Top concepts
BusinessFinanceAccountingFinancial EconomicsMarket MicrostructureQuantitative ManagementAsset PricingBusiness StrategyEconomic AnalysisFinancial Accounting
Publications per year
1984–2016
Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
Jens A. Stephan, Robert E. Whaley · The Journal of Finance · 1990 · 458 citations
Market Microstructure, Economics, Volatility Modeling +15
A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach
Thomas R. Dyckman, Donna R. Philbrick, Jens A. Stephan · Journal of Accounting Research · 1984 · 448 citations
The Stock Market Response to Earnings Announcements Released During Trading versus Nontrading Periods
Jennifer Francis, Donald P. Pagach, Jens A. Stephan · Journal of Accounting Research · 1992 · 129 citations
Market Microstructure, Financial Economics, Asset Pricing +10
Jens A. Stephan, Robert E. Whaley · The Journal of Finance · 1990 · 81 citations
Alternative Liquidity Measures and Stock Returns
Brian D. Kluger, Jens A. Stephan · Review of Quantitative Finance and Accounting · 1997 · 45 citations
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