Narrow search
Showing 1 - 10 of 542
Cover Image
Order imbalance, market returns and volatility : evidence from Thailand during the Asian crisis
Visaltanachoti, Nuttawat; Luo, Hang - In: Applied financial economics 19 (2009) 16/18, pp. 1391-1399
This article examines the interaction between order imbalance, stock returns, volatility and volume dynamics during … in current excess sell orders, but are insensitive to the current excess buy orders. In addition to the positive volume-volatility … relation, the influence of order imbalance to volatility is much weaker after controlling for the level of stock returns. …
Persistent link: https://www.econbiz.de/10003886203
Cover Image
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Cover Image
The impact of firm-specific information during the registration period on initial public offering pricing
Sodjahin, William R.; Beaulieu, Marie-Claude - In: Applied financial economics 23 (2013) 13/15, pp. 1083-1096
Persistent link: https://www.econbiz.de/10010204806
Cover Image
Technological-induced information asymmetry, M&As and earnouts : stock market evidence from Grmany
Lukas, Elmar; Heimann, Rolf-Christian - In: Applied financial economics 24 (2014) 7/9, pp. 481-493
Persistent link: https://www.econbiz.de/10010401956
Cover Image
S&P 500 Index reconstitutions and information asymmetry
Baran, L. C.; King, T. H. D. - In: Applied financial economics 24 (2014) 10/12, pp. 777-791
Persistent link: https://www.econbiz.de/10010402561
Cover Image
Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
Cover Image
Undervaluation, private information, agency costs and the decision to go private
Weir, C.; Laing, David; Wright, Mike - In: Applied financial economics 15 (2005) 13, pp. 947-961
Persistent link: https://www.econbiz.de/10003118391
Cover Image
The impact of listing stock options on the underlying securities : the case of Taiwan
Chen, Dar-hsin; Chang, Po-Hsun - In: Applied financial economics 18 (2008) 13/15, pp. 1161-1172
Persistent link: https://www.econbiz.de/10003760233
Cover Image
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
Cover Image
Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018