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Point and Figure charting : a computational methodology and trading rule performance in the S&P 500 futures market

Anderson, John A.; Faff, Robert W. - In: International review of financial analysis 17 (2008) 1, pp. 198-217

Persistent link: https://www.econbiz.de/10003765325

Information asymmetry, speculation and foreign trading activity : emerging market evidence

Ciner, Cetin; Karagozoglu, Ahmet K. - In: International review of financial analysis 17 (2008) 4, pp. 664-680

Persistent link: https://www.econbiz.de/10003765852

Price clustering and underpricing in the IPO aftermarket

Ap Gwilym, Owain; Verousis, Thanos - In: International review of financial analysis 19 (2010) 2, pp. 89-97

Persistent link: https://www.econbiz.de/10008669500

Ownership dispersion and market liquidity

Jacoby, Gady; Zheng, Steven X. - In: International review of financial analysis 19 (2010) 2, pp. 81-88

Persistent link: https://www.econbiz.de/10008669504

Does screen trading weather the weather? : a note on cloudy skies, liquidity, and computerized stock markets

Goodfellow, Christiane; Schiereck, Dirk; Verrier, Tatjana - In: International review of financial analysis 19 (2010) 2, pp. 77-80

Persistent link: https://www.econbiz.de/10008669507

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

Adverse selection costs for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: International review of financial analysis 18 (2009) 4, pp. 205-211

NYSE and NASDAQ completed their decimalization on January 29, 2001 and on April 9, 2001 respectively. In this paper, we compare adverse selection component of the bid–ask spread for NASDAQ and NYSE stocks after decimalization using the data from May 2001 and July 2001. We find that the adverse...

Persistent link: https://www.econbiz.de/10003921098

Dividend signaling under economic adversity : evidence from the London Stock Exchange

Bozos, Konstantinos; Nikolopoulos, Konstantinos; … - In: International review of financial analysis 20 (2011) 5, pp. 364-374

Persistent link: https://www.econbiz.de/10009492091

Trading costs on the Stock Exchange of Thailand

Jenwittayaroje, Nattawut; Charoenwong, Charlie; Ding, … - In: International review of financial analysis 41 (2015), pp. 31-40

Persistent link: https://www.econbiz.de/10011508559

Spillover effects between lit and dark stock markets : evidence from a panel of London Stock Exchange transactions

Apergēs, Nikolaos; Voliotis, Dimitrios - In: International review of financial analysis 41 (2015), pp. 101-106

Persistent link: https://www.econbiz.de/10011508609