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Portfolio analysis of South American stock markets
Shachmurove, Yochanan - In: Applied financial economics 8 (1998) 3, pp. 315-327
Persistent link: https://www.econbiz.de/10001244162
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Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
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Short sales and the weekend effect : evidence from a natural experiment
Gao, Pengjie; Hao, Jia; Kalcheva, Ivalina; Ma, Tongshu - In: Journal of financial markets 26 (2015), pp. 85-102
Persistent link: https://www.econbiz.de/10011477279
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Technical analysis and stock return predictability : an aligned approach
Lin, Qi - In: Journal of financial markets 38 (2018), pp. 103-123
Persistent link: https://www.econbiz.de/10012001145
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The curious case of changes in trading dynamics : when firms switch from NYSE to NASDAQ
Dang, Viet Anh; Michayluk, David; Pham, Thu Phuong - In: Journal of financial markets 41 (2018), pp. 17-35
Persistent link: https://www.econbiz.de/10012001766
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The MAX effect : Lottery stocks with price limits and limits to arbitrage
Hung, Weifeng; Yang, J. Jimmy - In: Journal of financial markets 41 (2018), pp. 77-91
Persistent link: https://www.econbiz.de/10012001786
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Cross-listings and liquidity commonality around the world
Đặng Tùng Lâm; Moshirian, Fariborz; Wee, Claudia … - In: Journal of financial markets 22 (2015), pp. 1-26
Persistent link: https://www.econbiz.de/10011332876
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Investor ignorance in markets for worthless stocks
Kadapakkam, Palani-Rajan; Zhang, Hongxian - In: Journal of financial markets 19 (2014), pp. 197-218
Persistent link: https://www.econbiz.de/10010442403
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The information content of accounting earnings, book values, losses and firm size vis-à-vis stocks : empirical evidence from an emerging stock rarket
Chaudhry, Muhammad I.; Sam, Abdoul G. - In: Applied financial economics 24 (2014) 22/24, pp. 1515-1527
Persistent link: https://www.econbiz.de/10010460081
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Can risk-rebalancing explain the negative correlation between stock return differential and currency? : or, does source status drive it?
Ülkü, Numan; Fatullayev, Sabutay; Diachenko, Daria - In: Journal of financial markets 27 (2016), pp. 28-54
Persistent link: https://www.econbiz.de/10011722217