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The tick/volatility ratio as a determinant of the compass rose pattern
Lee, Chun I.; Mathur, Iqbal; Gleason, Kimberley C. - In: The European journal of finance 11 (2005) 2, pp. 93-109
Persistent link: https://www.econbiz.de/10002841754
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A comprehensive look at the efficacy of technical trading rules applied to cross-rates
Lee, Chun I. - In: The European journal of finance 2 (1996) 4, pp. 389-411
Persistent link: https://www.econbiz.de/10001216120
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The valuation effects of the Mexican debt crisis : a re-examination
Sundaram, Sridhar - In: Applied financial economics 7 (1997) 1, pp. 97-106
Persistent link: https://www.econbiz.de/10001219230
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Reaction of bank stock prices to the multiple events of the Brazilian debt crisis
Mathur, Iqbal - In: Applied financial economics 7 (1997) 6, pp. 703-710
Persistent link: https://www.econbiz.de/10001240748
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Dimensions of international expansions by US firms to China: Wealth effects, mode selection, and firm-specific factors
Gleason, Kimberly C.; Lee, Chun I; Mathur, Ike - In: International Review of Economics & Finance 11 (2002) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10005205467
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The tick-volatility ratio as a determinant of the compass rose pattern
Lee, Chun; Mathur, Ike; Gleason, Kimberly - In: The European journal of finance 11 (2005) 2, pp. 93-110
Persistent link: https://www.econbiz.de/10005922505
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Readings in international business: Robert Z. Aliber and Reid W. Click, editors, Cambridge, MA: The MIT Press, 1993, pp. vii+522, $18095
Mathur, Ike - In: International Review of Economics & Finance 4 (1995) 3, pp. 315-316
Persistent link: https://www.econbiz.de/10005161162