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Journal of empirical finance
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1
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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
6
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
7
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
8
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y.B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10007232493
Saved in:
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