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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

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

Degree of market imperfections : evidence from four Asian index futures markets

Wang, Janchung - In: Applied financial economics 18 (2008) 13/15, pp. 1233-1246

Persistent link: https://www.econbiz.de/10003760260

Volatility relationship between stock performance and real output

Ahn, Eun S.; Lee, Jin Man - In: Applied financial economics 16 (2006) 11, pp. 777-784

Persistent link: https://www.econbiz.de/10003350994

Dependence patterns across financial markets : a mixed copula approach

Hu, Ling - In: Applied financial economics 16 (2006) 10, pp. 717-729

Persistent link: https://www.econbiz.de/10003334985

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by …

Persistent link: https://www.econbiz.de/10003825837

Macroeconomic considerations in regional reserve pooling

Wan Leong Fee; Chee, Yen Li - In: Applied financial economics 19 (2009) 13/15, pp. 1143-1157

Three (APT; China, Korea and Japan) in the Chiang Mai Initiative (CMI) in May 2000. The benefits and costs of reserve …

Persistent link: https://www.econbiz.de/10003886011

Are international equity markets really asymmetric

Kearney, Colm; Lynch, Margaret - In: Applied financial economics 17 (2007) 4/6, pp. 399-411

Persistent link: https://www.econbiz.de/10003446047

Bivariate and higher-order terms in models of international equity returns

Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 17 (2007) 7/9, pp. 725-737

Persistent link: https://www.econbiz.de/10003491225

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981