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Variable trading hours and market reactions to earnings announcements
Drummond, Philip A. - In: Economics letters 229 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014455448
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Intertemporal variation in abnormal volume around earnings announcements : "Distraction" or "flocking-and-dispersing"?
Jansen, Ivo Ph.; Nikiforov, Andrei L. - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466427
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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What drives the sensitivity of limit order books to company announcement arrivals?
Siikanen, Milla; Kanniainen, Juho; Luoma, Arto - In: Economics letters 159 (2017), pp. 65-68
Persistent link: https://www.econbiz.de/10011903290
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How investible is Bitcoin? : analyzing the liquidity and transaction costs of Bitcoin markets
Dyhrberg, Anne H.; Foley, Sean; Svec, Jiri - In: Economics letters 171 (2018), pp. 140-143
Persistent link: https://www.econbiz.de/10012021839
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Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios - In: Economics letters 172 (2018), pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
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Bitcoin returns and transaction activity
Koutmos, Dimitrios - In: Economics letters 167 (2018), pp. 81-85
Persistent link: https://www.econbiz.de/10012015794
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Trading mechanisms and market quality : limit-order books versus dealership markets
Xing, Xiaochuan; Xue, Yi - In: Economics letters 154 (2017), pp. 35-44
Persistent link: https://www.econbiz.de/10011810715
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Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economics letters 150 (2017), pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
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On estimating market microstructure noise variance
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 150 (2017), pp. 59-62
Persistent link: https://www.econbiz.de/10011762850