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When is inter-transaction time informative?

Furfine, Craig H. (contributor) - 2003 - [Elektronische Ressource]

"We investigate the information content of inter- transaction time and find that it varies both across stocks and over time. On average, inter-transaction time is found to be informative whenever stocks are sufficiently traded. The magnitude of the information content is found to be larger for...

Persistent link: https://www.econbiz.de/10001761370

Merger momentum and investor sentiment : the stock market reaction to merger announcements

Rosen, Richard Joseph (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002049310

A proposal for efficiency resolving out-of-the-money swap positions at large insolvent banks

Kaufman, George G. (contributor) - 2003 - [Elektronische Ressource]

markets. But resolving swap positions at insolvent banks, particularly a bank's out-of- the-money positions, has received less … result in large- fire sale losses and ignite defaults in other swap contracts. Transferring the contracts both is costly to …

Persistent link: https://www.econbiz.de/10001761349