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French and US trading of cross-listed stocks around the period of US decimalization : volume, spreads, and depth effects

Lin, Bingxuan; Michayluk, David; Oppenheimer, Henry R.; … - In: International review of financial analysis 18 (2009) 5, pp. 223-231

We analyze how U.S. decimalization affects stocks cross-listed in France (Euronext) and the U.S. (NYSE). The French stocks examined are much larger than the non-U.S. stocks examined in prior studies of decimalization, and their U.S. trading is likely to be dominated by institutions. So, we...

Persistent link: https://www.econbiz.de/10003936526

Market abuse under different close price determination mechanisms : a European case

Alexakis, Christos A.; Pappas, Vasileios; Skarmeas, … - In: International review of financial analysis 74 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012803939

Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications

Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10003765315

Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets

Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48

Persistent link: https://www.econbiz.de/10010520085

Maturity structure and supply factors in Japanese government bond markets

Fukunaga, Ichiro; Kato, Naoya; Koeda, Junko - 2015

Persistent link: https://www.econbiz.de/10011375973

Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers

Andrikopulos, Andreas A.; Angelidis, Timotheos; … - In: International review of financial analysis 35 (2014), pp. 118-127

Persistent link: https://www.econbiz.de/10010529618

The intraday market liquidity of Japanese government bond futures

Tsuchida, Naoshi; Watanabe, Toshiaki; Yoshiba, Toshinao - 2016 - Revised September 2016

Persistent link: https://www.econbiz.de/10011554928

Quantitative easing and liquidity in the Japanese government bond market

Iwatsubo, Kentaro; Taishi, Tomoki - 2016

Persistent link: https://www.econbiz.de/10011554968

Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176

Persistent link: https://www.econbiz.de/10009295738

What determines the yen swap spread?

Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011475583

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