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Noise trader risk : the case of Jewish Colonial Trust and Bank Leumi Stocks

Levy, Tamir; Yagil, Joseph - In: Applied financial economics 22 (2012) 10/12, pp. 911-922

Persistent link: https://www.econbiz.de/10009624956

The role of institutions in price correction : evidence from intraday noise trading in Taiwan

Lee, Chun I.; Chou, Robin K.; Hsieh, Edward S.; … - In: Applied financial economics 22 (2012) 22/24, pp. 2009-2025

Persistent link: https://www.econbiz.de/10009719308

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

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers

Su, Yong-chern; Huang, HanChing - In: Applied financial economics 18 (2008) 16/18, pp. 1489-1499

Persistent link: https://www.econbiz.de/10003779567

Speculative funding and its impact on subprime mortgage product pricing

Mukuddem-Petersen, Janine; Petersen, Mark A.; Bosch, T.; … - In: Applied financial economics 21 (2011) 19/21, pp. 1397-1408

Persistent link: https://www.econbiz.de/10009356144

A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065

Persistent link: https://www.econbiz.de/10010204811

Intraday characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255

Persistent link: https://www.econbiz.de/10003886042

Behavioural patterns as determinants of market movements : evidence from an emerging market

Jagrič, Timotej; Strašek, Sebastjan - In: Applied financial economics 21 (2011) 7/9, pp. 481-491

Persistent link: https://www.econbiz.de/10009153271

Time-varying price discovery in fragmented markets

Taylor, Nicholas - In: Applied financial economics 21 (2011) 10/12, pp. 717-734

Persistent link: https://www.econbiz.de/10009231599

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