Narrow search
Showing 1 - 10 of 328
Cover Image
Order flow and volatility : an empirical investigation
Opschoor, Anne; Taylor, Nicholas; Wel, Michel van der; … - In: Journal of empirical finance 28 (2014), pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Cover Image
Autocorrelation and partial price adjustment
Anderson, Robert M.; Eom, Kyong Shik; Hahn, Sang Buhm; … - In: Journal of empirical finance 24 (2013), pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Cover Image
The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.; Stein, Michael - In: Journal of empirical finance 31 (2015), pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
Cover Image
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: Journal of empirical finance 32 (2015), pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Cover Image
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.; Shraiber, Bentsi - In: Journal of empirical finance 32 (2015), pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Cover Image
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao - In: Journal of empirical finance 19 (2012) 2, pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Cover Image
International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
Otsubo, Yoichi - In: Journal of empirical finance 25 (2014), pp. 36-51
Persistent link: https://www.econbiz.de/10010462089
Cover Image
Price discovery in floor and screen trading systems
Theissen, Erik - In: Journal of empirical finance 9 (2002) 4, pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Cover Image
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga; Dionne, Georges; Zhou, Xiaozhou - In: Journal of empirical finance 65 (2022), pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Cover Image
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.; Jiang, George J.; Xu, Danielle D.; Yao, Tong - In: Journal of empirical finance 59 (2020), pp. 193-209
Persistent link: https://www.econbiz.de/10012437973