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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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Overnight public information, order placement, and price discovery during the pre-opening period
Moshirian, Fariborz; Nguyen, Huong Giang; Pham, Peter Kien - In: Journal of banking & finance 36 (2012) 10, pp. 2837-2851
Persistent link: https://www.econbiz.de/10009673149
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Trading structure and overnight information : a natural experiment from the Tel-Aviv Stock Exchange
Ronen, Tavy - In: Journal of banking & finance 22 (1998) 5, pp. 489-512
Persistent link: https://www.econbiz.de/10001243312
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Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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The near-collapse of LTCM, US financial stock returns, and the fed
Kabir, M.Humayun; Hassan, M. Kabir - In: Journal of banking & finance 29 (2005) 2, pp. 441-460
Persistent link: https://www.econbiz.de/10002485314
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The dynamics of quote adjustments
Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of banking & finance 32 (2008) 11, pp. 2390-2400
Persistent link: https://www.econbiz.de/10003787214
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Decomposing liquidity along the limit order book
Rakowski, David; Beardsley, Xiaoxin Wang - In: Journal of banking & finance 32 (2008) 8, pp. 1687-1698
Persistent link: https://www.econbiz.de/10003749417
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Quote-based competition, market share, and execution quality in NASDAQ-listed securities
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of banking & finance 31 (2007) 9, pp. 2770-2795
Persistent link: https://www.econbiz.de/10003572362
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Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets
Dhillon, Upinder S. - In: Journal of banking & finance 21 (1997) 7, pp. 1045-1061
Persistent link: https://www.econbiz.de/10001226785
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Realized volatility and transactions
Chan, Choon Chat; Fong, Wai-mun - In: Journal of banking & finance 30 (2006) 7, pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522