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Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10002643549
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Excess demand and price formation during a Walrasian auction
Eaves, James; Melvin, Michael; Mohapatra, Sandeep - In: Journal of empirical finance 15 (2008) 3, pp. 533-548
Persistent link: https://www.econbiz.de/10003759595
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Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10007225892
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Horizontal industry relationships and return predictability
Schlag, Christian; Zeng, Kailin - In: Journal of empirical finance 53 (2019), pp. 310-330
Persistent link: https://www.econbiz.de/10012171655
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A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
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Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?
Covrig, Vicentiu; Melvin, Michael - In: Journal of empirical finance 9 (2002) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10007235799