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Volatility, autocorrelations, and trading activity after stock splits
Kamara, Avraham; Koski, Jennifer L. - In: Journal of financial markets 4 (2001) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10001568285
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Can risk-rebalancing explain the negative correlation between stock return differential and currency? : or, does source status drive it?
Ülkü, Numan; Fatullayev, Sabutay; Diachenko, Daria - In: Journal of financial markets 27 (2016), pp. 28-54
Persistent link: https://www.econbiz.de/10011722217
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Market quality breakdowns in equities
Gao, Cheng; Mizrach, Bruce Marshall - In: Journal of financial markets 28 (2016), pp. 1-23
Persistent link: https://www.econbiz.de/10011722226
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Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen; Shi, Meiqi - In: Journal of financial markets 68 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
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Short sales and the weekend effect : evidence from a natural experiment
Gao, Pengjie; Hao, Jia; Kalcheva, Ivalina; Ma, Tongshu - In: Journal of financial markets 26 (2015), pp. 85-102
Persistent link: https://www.econbiz.de/10011477279
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The curious case of changes in trading dynamics : when firms switch from NYSE to NASDAQ
Dang, Viet Anh; Michayluk, David; Pham, Thu Phuong - In: Journal of financial markets 41 (2018), pp. 17-35
Persistent link: https://www.econbiz.de/10012001766
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Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market
Yuferova, Darya - In: Journal of financial markets 69 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014574362
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Stock exchange merger and liquidity : the case of Euronext
Nielsson, Ulf - In: Journal of financial markets 12 (2009) 2, pp. 229-267
Persistent link: https://www.econbiz.de/10003848775
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Automation, speed, and stock market quality : the NYSE's Hybrid
Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604
Persistent link: https://www.econbiz.de/10009260950
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Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: Journal of financial markets 27 (2016), pp. 55-78
Persistent link: https://www.econbiz.de/10011722220