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Economics letters
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98
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1
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
Saved in:
2
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
Saved in:
3
Tick size and the compass rose : further insights
Wang, Eliza
;
Hudson, Robert
;
Keasey, Kevin
- In:
Economics letters
68
(
2000
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001485044
Saved in:
4
Frequency domain analysis of foreign exchange order flows
Gradojevic, Nikola
- In:
Economics letters
115
(
2012
)
1
,
pp. 73-76
Persistent link: https://www.econbiz.de/10009615315
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
What drives the sensitivity of limit order books to company announcement arrivals?
Siikanen, Milla
;
Kanniainen, Juho
;
Luoma, Arto
- In:
Economics letters
159
(
2017
),
pp. 65-68
Persistent link: https://www.econbiz.de/10011903290
Saved in:
10
Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economics letters
150
(
2017
),
pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
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