Stock market signals and consequences of securities class actions lawsuits : a microstructure perspective
Year of publication: |
2021
|
---|---|
Authors: | Figueiredo, Antonio ; Hamid, Shahid S. ; Holowczak, Richard |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 2, p. 629-655
|
Subject: | Market quality | Microstructure | Liquidity | Spread | Litigation | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Zivilprozess | Civil litigation | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Signalling |
-
The impact of upstairs trading on market quality : evidence from a highly segmented market
Białkowski, Je̜drzej, (2022)
-
An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin, (2013)
-
Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R., (2022)
- More ...
-
From Currency Volatilities to Global Equity Correlations
Dupoyet, Brice V., (2019)
-
The Role of Fleeting Orders on Options Expiration
Figueiredo, Antonio, (2021)
-
Contemporaneous ADR pricing : intraday dynamics during overlapping trading hours
Figueiredo, Antonio, (2018)
- More ...