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Stochastic volatility, liquidity and intraday information flow
Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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Following behaviour and predatory trading
Yang, Shichao; Liu, Shancun; Zeng, Qingduo; Zhang, Zhigang - In: Applied economics letters 28 (2021) 13, pp. 1125-1129
Persistent link: https://www.econbiz.de/10012589975
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Size and information revelation in securities trading
Garvey, Ryan; Huang, Tao; Wu, Fei - In: Applied economics letters 25 (2018) 15, pp. 1083-1086
Persistent link: https://www.econbiz.de/10012132348
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Profitability of intraday and interday momentum strategies
Lam, Vincent Wing-shing; Chong, Terence Tai-Leung; … - In: Applied economics letters 14 (2007) 13/15, pp. 1103-1108
Persistent link: https://www.econbiz.de/10003606867
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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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Is the "buying winners and selling losers" trading strategy profitable in the New Economy?
Khanal, Aditya R.; Mishra, Ashok K. - In: Applied economics letters 21 (2014) 13/15, pp. 1090-1093
Persistent link: https://www.econbiz.de/10010418191
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What do abnormal investor trading patterns around corporate mergers indicate? : further evidence from the Korean M&A market
Chung, Chune Young - In: Applied economics letters 21 (2014) 13/15, pp. 1045-1049
Persistent link: https://www.econbiz.de/10010418246
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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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Order imbalances explain 90% of returns of Nikkei 225 futures
Li, Meng; Endo, Misao; Zuo, Shiwei; Kishimoto, Kazuo - In: Applied economics letters 17 (2010) 13/15, pp. 1241-1245
Persistent link: https://www.econbiz.de/10008938327
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The effects of a tick-size reduction on the liquidity in a pure limit order market : evidence from Hong Kong
Pan, Wanbin; Song, Frank M.; Tao, Libin - In: Applied economics letters 19 (2012) 16/18, pp. 1639-1642
Persistent link: https://www.econbiz.de/10009684001