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Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Karanasos, Menelaos; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851
Persistent link: https://www.econbiz.de/10003900413
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US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - In: Journal of empirical finance 72 (2023), pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
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Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
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Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki; Venetis, Ioannis A. - In: Journal of empirical finance 33 (2015), pp. 104-113
Persistent link: https://www.econbiz.de/10011556856
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
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Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
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Trading system upgrades and short-sale bans : uncoupling the effects of technology and regulation
Chakrabarty, Bidisha; Moulton, Pamela C.; Pascual, Roberto - In: Journal of empirical finance 43 (2017), pp. 74-90
Persistent link: https://www.econbiz.de/10011817909
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Stock market trading activity and returns around milestones
Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-584
Persistent link: https://www.econbiz.de/10009306543
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Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China
Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10009615815
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Pre-holiday effect, large trades and small investor behaviour
Meneu Ferrer, Vicente; Alañón Pardo, Ángel - In: Journal of empirical finance 11 (2004) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10001981326