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The effect of risk disclosure on analyst following

Derouiche, Imen; Muessig, Anke; Weber, Véronique - In: The European journal of finance 26 (2020) 14, pp. 1355-1376

Persistent link: https://www.econbiz.de/10012264971

Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements

Campbell, John Y; Ramadorai, Tarun; Schwartz, Allie - C.E.P.R. Discussion Papers - 2007

Many questions about institutional trading can only be answered if one can track high-frequency changes in institutional ownership. In the U.S., however, institutions are only required to report their ownership quarterly in 13-F filings. We infer daily institutional trading behaviour from the...

Persistent link: https://www.econbiz.de/10005791333

Structural changes, bid-ask spread composition and tick size in inter-bank futures trading

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: The European journal of finance 17 (2011) 3/4, pp. 285-306

Persistent link: https://www.econbiz.de/10009155402

End-user order flow and exchange rate dynamics : a dealer's perspective

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 17 (2011) 1/2, pp. 153-168

Persistent link: https://www.econbiz.de/10009155453

Commonality in returns, order flows, and liquidity in the Greek stock market

Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587

Persistent link: https://www.econbiz.de/10009509845

Financial intermediation and the role of price discrimination in the foreign exchange market

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 21 (2015) 7/9, pp. 629-645

Persistent link: https://www.econbiz.de/10011301207

Central bank coordinated intervention : a microstructure approach

Ferré Carracedo, Montserrat; Manzano Tovar, Carolina - In: The European journal of finance 19 (2013) 1/2, pp. 113-126

Persistent link: https://www.econbiz.de/10009733292

Liquidity determination in an order-driven market

Daníelsson, Jón; Payne, Richard - In: The European journal of finance 18 (2012) 9/10, pp. 799-821

Persistent link: https://www.econbiz.de/10009691779

Monitoring the foreign exchange rate benchmark fix

Jahanshahloo, Hossein; Cai, Charlie X. - In: The European journal of finance 25 (2019) 7, pp. 670-688

Persistent link: https://www.econbiz.de/10012207023

Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The European journal of finance 28 (2022) 9, pp. 871-888

Persistent link: https://www.econbiz.de/10013373347