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Listening to the noise : on price efficiency with dynamic trading
Arnold, Lutz; Russ, David - In: International review of economics & finance : IREF 93 (2024) 2, pp. 103-120
Persistent link: https://www.econbiz.de/10014535526
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Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis - In: Economic modelling 137 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
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The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
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Nonfundamental FX trading and excess volatility in credible target zones : theory and empirical evidence
Kempa, Bernd; Nelles, Michael - In: International review of economics & finance : IREF 8 (1999) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10001427827
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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IPO price discovery efficiency under alternative regulatory constraints: Taiwan, Hong Kong and the U.S.
Chang, Hsiu-Hua; Chen, Anlin; Kao, Lanfeng; Wuc, Chin-Shun - In: International review of economics & finance : IREF 29 (2014), pp. 83-96
Persistent link: https://www.econbiz.de/10010431497
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Variation and efficiency of high-frequency betas
Zhang, Congshan; Li, Jia; Todorov, Viktor; Tauchen, … - In: Journal of econometrics 228 (2022) 1, pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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Expected returns and volatility in European stock markets
Corhay, Albert - In: International review of economics & finance : IREF 3 (1994) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10001162914
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Why are labor markets in Spain and Germany so different?
Casares, Miguel; Vázquez, Jesús - In: Economic modelling 75 (2018), pp. 320-335
Persistent link: https://www.econbiz.de/10012101536