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Informed trade and idiosyncratic return variation
Kang, Moonsoo; Nam, Kiseok - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 551-572
Persistent link: https://www.econbiz.de/10011327591
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The implied intra-day probability of informed trading
Kumar, Raman; Popescu, Marius - In: Review of quantitative finance and accounting 42 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010391637
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Information flow and price discovery dynamics
Wu, Lei; Xu, Kuan; Meng, Qingbin - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 329-367
Persistent link: https://www.econbiz.de/10012432671
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Security price formation and informed trading with constrained short selling
Henry, Tyler R. - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 123-151
Persistent link: https://www.econbiz.de/10012173027
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Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
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Not all call auctions are created equal : evidence from Hong Kong
Comerton-Forde, Carole; Rydge, James; Burridge, Hayley - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 395-413
Persistent link: https://www.econbiz.de/10003600299
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Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
Yu, Susana; Rentzler, Joel Conrad; Tandon, Kishore - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003942160
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The effect of earnings quality and country-level institutions on the value relevance of earnings
Cahan, Steven F.; Emanuel, David; Sun, Jerry - In: Review of quantitative finance and accounting 33 (2009) 4, pp. 371-391
Persistent link: https://www.econbiz.de/10003927262
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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan; Krause, Timothy; Tse, Yiuman - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10011333135