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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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Is foreign exchange intervention effective? : some microanalytical evidence from the Czech Republic
Scalia, Antonio - In: Journal of international money and finance 27 (2008) 4, pp. 529-546
Persistent link: https://www.econbiz.de/10003717302
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Order flows, news, and exchange rate volatility
Frömmel, Michael; Mende, Alexander; Menkhoff, Lukas - In: Journal of international money and finance 27 (2008) 6, pp. 994-1012
Persistent link: https://www.econbiz.de/10003758313
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The submission of limit orders or market orders : the role of timing and information in the Reuters D2000-2 system
Lo, Ingrid; Sapp, Stephen G. - In: Journal of international money and finance 27 (2008) 7, pp. 1056-1073
Persistent link: https://www.econbiz.de/10003780682
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Local information in foreign exchange markets
Menkhoff, Lukas; Schmeling, Maik - In: Journal of international money and finance 27 (2008) 8, pp. 1383-1406
Persistent link: https://www.econbiz.de/10003804921
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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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When do central bank interventions influence intra-daily and longer-term exchange rate movements
Dominguez, Kathryn M. - In: Journal of international money and finance 25 (2006) 7, pp. 1051-1071
Persistent link: https://www.econbiz.de/10003394347
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Trader see, trader do : how do (small) FX traders react to large counterparties' trades?
Menkhoff, Lukas; Schmeling, Maik - In: Journal of international money and finance 29 (2010) 7, pp. 1283-1302
Persistent link: https://www.econbiz.de/10009239674