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Arbitration on unauthorized trading by the trading member of Indian stock exchange : an empirical study

Bezawada Brahmaiah, Ranajee - In: Theoretical economics letters 8 (2018) 14, pp. 2914-2920

Persistent link: https://www.econbiz.de/10011952579

Trading costs and trading quantity at the Berlin Stock Exchange, 1892-1913

Burhop, Carsten; Gelʹman, Sergej V. - In: Zeitschrift für Unternehmensgeschichte : ZUG 67 (2022) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10013187180

Brunt of technology in stock trading : empirical evaluation of movement in trading modes

Ravinagarajan, Janani; Sophia, Sharon - In: International journal of electronic finance : IJEF 12 (2023) 2, pp. 117-141

Persistent link: https://www.econbiz.de/10014309639

The information content of equity block trades on the Warsaw Stock Exchange : conventional and bootstrap approaches

Kurek, Bartosz - In: Journal of forecasting 35 (2016) 1, pp. 43-53

Persistent link: https://www.econbiz.de/10011417705

Mapping the trading behavior of the middle class in emerging markets : evidence from the Istanbul Stock Exchange

Bamiatzi, Vassiliki; Bozos, Konstantinos; Lambertides, … - In: International business review : the official journal of … 25 (2016) 3, pp. 679-690

Persistent link: https://www.econbiz.de/10011488305

Opening and closing price efficiency : do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

Persistent link: https://www.econbiz.de/10011474516

Short sales and the weekend effect : evidence from a natural experiment

Gao, Pengjie; Hao, Jia; Kalcheva, Ivalina; Ma, Tongshu - In: Journal of financial markets 26 (2015), pp. 85-102

Persistent link: https://www.econbiz.de/10011477279

New insights on the trading volume-return relationship : evidence from the three largest stock exchanges

Troster, Victor; Marques, André de Mattos; Shahbaz, … - In: Economic growth and financial development : effects of …, (pp. 179-204). 2021

This chapter uncovers new insights on the dynamic volume–return relationship. We verify whether non-informational or informational trading can explain the volume-return relation in the three largest stock exchanges. We apply the cross-quantilogram approach to investigate the directional...

Persistent link: https://www.econbiz.de/10012792714

Price dynamics and market liquidity : an intraday event study on Euronext

Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153

Persistent link: https://www.econbiz.de/10011574367

Does the London Stock Exchange require an upstairs market? : evidence from block trades

Gregoriou, Andros - In: Journal of economic studies 43 (2016) 3, pp. 447-457

Persistent link: https://www.econbiz.de/10011690175

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