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The cross-market information content of stock and bond order flow
Underwood, Shane - In: Journal of financial markets 12 (2009) 2, pp. 229-267
Persistent link: https://www.econbiz.de/10003848780
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Geographic proximity and price discovery : evidence from NASDAQ
Anand, Amber; Gatčev, Vladimir A.; Madureira, Leonardo; … - In: Journal of financial markets 14 (2011) 2, pp. 193-226
Persistent link: https://www.econbiz.de/10009267045
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Jumps in stock prices : new insights from old data
Johnson, James A.; Medeiros, Marcelo C.; Paye, Bradley S. - In: Journal of financial markets 60 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013398004