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Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: International review of economics & finance : IREF 62 (2019), pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
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Pseudo market-makers, market quality and the minimum tick size
Lepone, Andrew; Wong, Jin Boon - In: International review of economics & finance : IREF 47 (2017), pp. 88-100
Persistent link: https://www.econbiz.de/10011740107
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Commonality under market stress : evidence from an order-driven market
Brockman, Paul; Chung, Dennis Y. - In: International review of economics & finance : IREF 17 (2008) 2, pp. 179-196
Persistent link: https://www.econbiz.de/10003749705
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Volatility information trading in the index options market : an intraday analysis
Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: International review of economics & finance : IREF 64 (2019), pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
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On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi; Kunitomo, Naoto - In: International review of economics & finance : IREF 40 (2015), pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
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Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan; Yamamoto, Ryuichi - In: International review of economics & finance : IREF 89 (2024) 1, pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
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Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets
Jin, Xiaoye - In: International review of economics & finance : IREF 37 (2015), pp. 340-353
Persistent link: https://www.econbiz.de/10011542162
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Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai; Yang, Sheng-Yung; Marsh, Terry Alan; Chen, … - In: International review of economics & finance : IREF 55 (2018), pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
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The effect of conflict on Palestine, Israel, and Jordan stock markets
Hassouneh, Islam; Couleau, Anabelle; Serra, Teresa; … - In: International review of economics & finance : IREF 56 (2018), pp. 258-266
Persistent link: https://www.econbiz.de/10012033694
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Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets
Kutan, Ali Mustafa; Shi, Yukun; Wei, Mingzhe; Zhao, Yang - In: International review of economics & finance : IREF 57 (2018), pp. 183-197
Persistent link: https://www.econbiz.de/10012033854