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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
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Does the Japanese stock market price bank risk? : Evidence from financial firm failures
Brewer, Elijah; Genay, Hesna; Hunter, William Curt; … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658760
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The immediacy implications of exchange organization
Moser, James T. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697094
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The double play : simultaneous speculative attacks on currency and equity markets
Chakravorti, Sujit (contributor); Lall, Subir (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658367
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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
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Credit markets in transition : proceedings
1992
Persistent link: https://www.econbiz.de/10000860987
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Economic perspectives
Federal Reserve Bank of Chicago - Chicago, Ill. : Research Dept. of the Federal Reserve Bank - 1.1977 - 6.1982; 13.1989 -
Persistent link: https://www.econbiz.de/10000361175
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Economic perspectives
Federal Reserve Bank of Chicago - Chicago, Ill. : Federal Reserve Bank of Chicago - Nachgewiesen 3.1977 -
Persistent link: https://www.econbiz.de/10001637311