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~person:"Roll, Richard"
~subject:"Market microstructure"
~subject:"Securities trading"
~subject:"Taiwan"
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Market microstructure
Securities trading
Taiwan
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Aktienmarkt
2
Firm value
2
Liquidity
2
Liquidität
2
Stock market
2
Takeover
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1996-2002
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Roll, Richard
Kyle, Albert S.
9
Metghalchi, Massoud
9
Makarenko, Inna
7
Caporale, Guglielmo Maria
6
Ibikunle, Gbenga
6
Obizhaeva, Anna A.
6
Martell, Rodolfo
5
Schwartz, Robert A.
5
Subrahmanyam, Avanidhar
5
Theissen, Erik
5
Cespa, Giovanni
4
Chung, Kee H.
4
Cipriani, Marco
4
Germain, Laurent
4
Gil-Alaña, Luis A.
4
Guarino, Antonio
4
Hudson, Robert
4
Plastun, Alex
4
Plastun, Oleksiy
4
Rousseau, Fabrice
4
Stulz, René M.
4
Uthemann, Andreas
4
Ventura, Jaume
4
Vives, Xavier
4
Ackert, Lucy F.
3
Boco, Hervé
3
Broner, Fernando
3
Cai, Charlie X.
3
Chesney, Marc
3
Church, Bryan K.
3
Corsetti, Giancarlo
3
D'Avolio, Gene Michael
3
Ecke, Matthias
3
Franzoni, Francesco
3
Ge̜bka, Bartosz
3
Gilbert, Aaron
3
Gousgounis, Eleni
3
Grammig, Joachim
3
Guo, Mingyuan
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Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
2
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1
Liquidity skewness
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2562-2571
Persistent link: https://www.econbiz.de/10008858290
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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