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Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling - In: Journal of empirical finance 18 (2011) 1, pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
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Market closures and time-varying volatility in the Australian equity market
Brailsford, Timothy J. - In: Journal of empirical finance 2 (1995) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001183228
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Noise trading and the price formation process
Berkman, Henk; Koch, Paul Douglas - In: Journal of empirical finance 15 (2008) 2, pp. 232-250
Persistent link: https://www.econbiz.de/10003699131
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The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
Rose, Annica - In: Journal of empirical finance 28 (2014), pp. 171-184
Persistent link: https://www.econbiz.de/10011285073
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of empirical finance 19 (2012) 4, pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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Tests of asset-pricing models : how important is the iid-normal assumption
Groenewold, Nicolaas; Fraser, Patricia - In: Journal of empirical finance 8 (2001) 4, pp. 427-449
Persistent link: https://www.econbiz.de/10001607068
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How much do locals contribute to the price discovery process?
Fong, Kingsley; Zurbruegg, Ralf - In: Journal of empirical finance 10 (2003) 3, pp. 305-320
Persistent link: https://www.econbiz.de/10001752106
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Volatility in stocks subject to takeover bids : Australian evidence using daily data
Hutson, Elaine; Kearney, Colm - In: Journal of empirical finance 8 (2001) 3, pp. 273-296
Persistent link: https://www.econbiz.de/10001587069
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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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Stock price and systematic risk effects of discontinuation of corporate R&D programs
Saad, Mohsen M.; Zantout, Zaher Z. - In: Journal of empirical finance 16 (2009) 4, pp. 568-581
Persistent link: https://www.econbiz.de/10003900260