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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
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Liquidity supply and adverse selection in a pure limit order book market
Frey, Stefan; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 1007-1033
Persistent link: https://www.econbiz.de/10003233832
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On moment condition failure in German stock returns : an application of recent advances in extreme value statistics
Lux, Thomas - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 641-652
Persistent link: https://www.econbiz.de/10001542138
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
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Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
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The weekday effect on the Shanghai stock exchange
Wong, Kie Ann; Chen, Renbao; Shang, Xiaojun - In: Applied financial economics 9 (1999) 6, pp. 551-565
Persistent link: https://www.econbiz.de/10001525267
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Volatility spillovers and the price of risk : evidence from the Swiss stock market
Jochum, Christian - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 303-322
Persistent link: https://www.econbiz.de/10001388902
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An empirical test of the risk-return relationship on the Taiwan stock exchange
Huang, Yen-sheng - In: Applied financial economics 7 (1997) 3, pp. 229-239
Persistent link: https://www.econbiz.de/10001227560
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Stock market returns in thin markets : evidence from the Vienna Stock Exchange
Huber, Peter - In: Applied financial economics 7 (1997) 5, pp. 493-498
Persistent link: https://www.econbiz.de/10001229838
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Ex-dividend day stock price falls on the Spanish stock market
Espitia-Escuer, Manuel Antonio - In: Applied financial economics 7 (1997) 5, pp. 481-492
Persistent link: https://www.econbiz.de/10001229840