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The effect of a reduction in price discreteness on ex-day stock returns in a unique environment
Al-Yahyaee, Khamis Hamed - In: Journal of international financial markets, … 23 (2013), pp. 283-294
Persistent link: https://www.econbiz.de/10009707499
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Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis - In: Journal of international financial markets, … 54 (2018), pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
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Commonality in liquidity : an empirical examination of emerging order-driven equity and derivatives market
Syamala, Sudhakar Reddy; Reddy, V. Nagi; Goyal, Abhinav - In: Journal of international financial markets, … 33 (2014), pp. 317-334
Persistent link: https://www.econbiz.de/10011299821
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Bond futures and order imbalance : examining international linkages
Smales, Lee A. - In: Journal of international financial markets, … 26 (2013), pp. 113-132
Persistent link: https://www.econbiz.de/10010234953
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Relative performance of bid-ask spread estimators : futures market evidence
Anand, Amber; Karagozoglu, Ahmet K. - In: Journal of international financial markets, … 16 (2006) 3, pp. 231-245
Persistent link: https://www.econbiz.de/10003328568
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Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Stenfors, Alexis; Dilshani, Kaveesha; Guo, Andy; Mere, Peter - In: Journal of international financial markets, … 92 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014535735
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A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng; Verousis, Thanos; Ap Gwilym, Owain - In: Journal of international financial markets, … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009726431
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Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis; Kanas, Angelos; Papachristou, … - In: Journal of international financial markets, … 38 (2015), pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
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Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Journal of international financial markets, … 39 (2015), pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
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The effect of security and market order flow shocks on co-movement
Chelley-Steeley, Patricia L.; Lambertides, Neophytos; … - In: Journal of international financial markets, … 39 (2015), pp. 136-155
Persistent link: https://www.econbiz.de/10011475705