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The information content of option ratios
Blau, Benjamin; Nguyen Nga; Whitby, Ryan J. - In: Journal of banking & finance 43 (2014), pp. 179-187
Persistent link: https://www.econbiz.de/10010410010
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Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
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Does the law of one price hold in international financial markets? : evidence from tick data
Akram, Qaisar Farooq; Rime, Dagfinn; Sarno, Lucio - In: Journal of banking & finance 33 (2009) 10, pp. 1741-1754
Persistent link: https://www.econbiz.de/10003886756
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Trading activity, dealer concentration and foreign exchange market quality
Kaul, Aditya; Sapp, Stephen - In: Journal of banking & finance 33 (2009) 11, pp. 2122-2131
Persistent link: https://www.econbiz.de/10003892251
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Timing exchange rates using order flow : the case of the Loonie
King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
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Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
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On the sources of private information in FX markets
Moore, Michael J.; Payne, Richard - In: Journal of banking & finance 35 (2011) 5, pp. 1250-1262
Persistent link: https://www.econbiz.de/10009245238
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Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Chen, Yu-lun; Gau, Yin-feng - In: Journal of banking & finance 38 (2014), pp. 194-204
Persistent link: https://www.econbiz.de/10010340779
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Forex trading and the WMR Fix
Evans, Martin D. D. - In: Journal of banking & finance 87 (2018), pp. 233-247
Persistent link: https://www.econbiz.de/10011962530
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Weighted least squares realized covariation estimation
Li, Yifan; Nolte, Ingmar; Vasios, Michalis; Voev, Valeri; … - In: Journal of banking & finance 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013460187