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~person:"Roll, Richard"
~subject:"Correlation"
~subject:"Market microstructure"
~subject:"Taiwan"
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Correlation
Market microstructure
Taiwan
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Roll, Richard
Kyle, Albert S.
9
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6
Theissen, Erik
5
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4
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
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ECONIS (ZBW)
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Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
76
(
2005
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10002821821
Saved in:
2
Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
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