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Impact of stock option listings on return and risk characteristics in Finland
Sahlström, Petri - In: International review of financial analysis 10 (2001) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001573044
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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
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The effect of mergers on implied volatility of equity options
Geppert, Gero; Kamerschen, David R. - In: International review of financial analysis 17 (2008) 2, pp. 330-344
Persistent link: https://www.econbiz.de/10003765060
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NYSE closure and global equity trading : the case of cross-listed stocks
Dodd, Olga; Frijns, Bart - In: International review of financial analysis 60 (2018), pp. 138-150
Persistent link: https://www.econbiz.de/10012007556
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Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.; Lam, Eddery; Barkoulas, John T. - In: International review of financial analysis 31 (2014), pp. 80-87
Persistent link: https://www.econbiz.de/10010461534
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Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A. - In: International review of financial analysis 28 (2013), pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
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Informed trading and liquidity in the Shanghai Stock Exchange
Wong, Woon K.; Tan, Dijun; Tian, Yixiang - In: International review of financial analysis 18 (2009) 1/2, pp. 66-73
Persistent link: https://www.econbiz.de/10003850315
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Intraday patterns in London listed Exchange Traded Funds
Chelley-Steeley, Patricia L.; Park, Keebong - In: International review of financial analysis 20 (2011) 5, pp. 244-251
Persistent link: https://www.econbiz.de/10009492128
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How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966