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Spreads, information flows and transparency across trading systems

Kofman, Paul - In: Applied financial economics 7 (1997) 3, pp. 281-294

Persistent link: https://www.econbiz.de/10001227553

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

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

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

Security price anomalies in the London International Stock Exchange : a 60 year perspective

Arsad, Zainudin - In: Applied financial economics 7 (1997) 5, pp. 455-464

Persistent link: https://www.econbiz.de/10001229848

Cross-sectional estimation of stock returns in small markets : the case of the Athens Stock Exchange

Leledakis, George; Davidson, Ian; Karathanassis, George A. - In: Applied financial economics 13 (2003) 6, pp. 413-426

Persistent link: https://www.econbiz.de/10001770756

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

Stochastic behaviour of the Athens Stock Exchange : a case of institutional nonsynchronous trading

Papachristou, George - In: Applied financial economics 9 (1999) 3, pp. 239-250

Persistent link: https://www.econbiz.de/10001454467

The impact of the closing call auction : an examination of effects in London

Battig, Christopher; Chelley-Steeley, Patricia L. - In: Applied financial economics 20 (2010) 4/6, pp. 303-315

This article examines the impact on market quality that the introduction of a closing call auction had at the London Stock Exchange (LSE). Using the market model approach of Cohen et al. (1983a, b) we show that opening and closing market quality improved for those Financial Times and Stock...

Persistent link: https://www.econbiz.de/10003963124

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