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Are individual investors less informed than institutional investors? : unique evidence from investor trading behaviours around bad mergers in Korean financial market
Han, Areum; Chung, Chune Young - In: Applied economics letters 20 (2013) 10/12, pp. 1145-1149
Persistent link: https://www.econbiz.de/10010197000
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Effect of price quoting on financial asset prices : an experimental analysis
Shavit, Tal; Shahrabani, Shosh; Ben-Zion, Uri - In: Applied economics letters 17 (2010) 10/12, pp. 1219-1222
Persistent link: https://www.econbiz.de/10008699121
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A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt; Wilfling, Bernd - In: Applied economics letters 25 (2018) 15, pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
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Revealing the impact of index traders on commodity futures markets
Power, Gabriel J.; Turvey, Calum Greig - In: Applied economics letters 18 (2011) 7/9, pp. 621-626
Persistent link: https://www.econbiz.de/10009230953
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Do dark pools amplify volatility in times of stress?
Petrescu, Monica; Wedow, Michael; Lari, Natalia - In: Applied economics letters 24 (2017) 1/3, pp. 25-29
Persistent link: https://www.econbiz.de/10011703770
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The ECB's survey of professional forecasters and financial market volatility in the euro area
Arnold, Ivo J. M.; Glasbeek, Michiel - In: Applied economics letters 18 (2011) 1/3, pp. 11-15
Persistent link: https://www.econbiz.de/10009230352
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Tiananmen Square 1989 : the view from financial markets
Burdekin, Richard C. K.; Li, Xinzhu - In: Applied economics letters 22 (2015) 1/3, pp. 141-147
Persistent link: https://www.econbiz.de/10010482030
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An analysis of quasi-qualification, modified auditor opinions and special treatment status on China's Shenzhen market
Pei, Donglin; Hamill, Philip; Opong, Kwaku K. - In: Applied economics letters 17 (2010) 13/15, pp. 1265-1271
Persistent link: https://www.econbiz.de/10008938322
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European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
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COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian; Frenkel, Michael; Toan Luu Duc Huynh; … - In: Applied economics letters 28 (2021) 19, pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574