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Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis; Fontaine, Patrice - In: International review of financial analysis 69 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
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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
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The elusive nature of motives to trade : evidence from international stock markets
Ge̜bka, Bartosz; Serwa, Dobromił - In: International review of financial analysis 39 (2015), pp. 147-157
Persistent link: https://www.econbiz.de/10011573159
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Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
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New bid-ask spread estimators from daily high and low prices
Li, Zhiyong; Lambe, Brendan; Adegbite, Emmanuel - In: International review of financial analysis 60 (2018), pp. 69-86
Persistent link: https://www.econbiz.de/10012007516
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Return predictability following different drivers of large price changes
Patel, Vinay; Michayluk, David - In: International review of financial analysis 45 (2016), pp. 202-214
Persistent link: https://www.econbiz.de/10011581972
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Time varying size and liquidity effects in South Asian equity markets : a study of blue-chip industry stocks
Hearn, Bruce - In: International review of financial analysis 19 (2010) 4, pp. 242-257
Persistent link: https://www.econbiz.de/10009272669
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157