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The information content of idiosyncratic volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
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Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
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SOES trading and market volatility
Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
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Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
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Do (should) brokers route limit orders to options exchanges that purchase order flow?
Battalio, Robert H.; Griffith, Todd; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 183-211
Persistent link: https://www.econbiz.de/10012437375