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Variable trading hours and market reactions to earnings announcements
Drummond, Philip A. - In: Economics letters 229 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014455448
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Intertemporal variation in abnormal volume around earnings announcements : "Distraction" or "flocking-and-dispersing"?
Jansen, Ivo Ph.; Nikiforov, Andrei L. - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466427
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Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
Gradojevic, Nikola - In: Journal of economic dynamics & control 31 (2007) 2, pp. 557-574
Persistent link: https://www.econbiz.de/10003412318
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Econometric analysis of financial trade processes by discrete mixture duration models
Hujer, Reinhard; Vuletić, Sandra - In: Journal of economic dynamics & control 31 (2007) 2, pp. 635-667
Persistent link: https://www.econbiz.de/10003412333
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Asymmetric information and stock return cross-autocorrelations
Bernhardt, Dan; Mahani, Reza S. - In: Economics letters 96 (2007) 1, pp. 14-22
Persistent link: https://www.econbiz.de/10003485770
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The microstructure of the Canada/U.S. dollar exchange rate : a robustness test
Gradojevic, Nikola - In: Economics letters 94 (2007) 3, pp. 426-432
Persistent link: https://www.econbiz.de/10003437676
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Simple market protocols for efficient risk sharing
Li Calzi, Marco; Pellizzari, Paolo - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3568-3590
Persistent link: https://www.econbiz.de/10003569777
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Bayesian analysis of structural credit risk models with microstructure noises
Huang, Shirley J.; Yu, Jun - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008893
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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The negative value of public information in the Glosten-Milgrom model
Pancs, Romans - In: Economics letters 124 (2014) 2, pp. 207-210
Persistent link: https://www.econbiz.de/10010493723