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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
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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
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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
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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
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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
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The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun; Hizmeri, Rodrigo; Izzeldin, Marwan; Murphy, … - In: Journal of empirical finance 70 (2023), pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
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International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W. - In: Journal of empirical finance 2 (1995) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001183231
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A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.; Hendershott, Terrence - In: Journal of empirical finance 15 (2008) 5, pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
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Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard; Frederiksen, Per - In: Journal of empirical finance 15 (2008) 2, pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
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Analysis of intraday herding behavior among the sector ETFs
Gleason, Kimberly; Mathur, Iqbal; Peterson, Mark A. - In: Journal of empirical finance 11 (2004) 5, pp. 681-694
Persistent link: https://www.econbiz.de/10002260868