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Stock market signals and consequences of securities class actions lawsuits : a microstructure perspective
Figueiredo, Antonio; Hamid, Shahid S.; Holowczak, Richard - In: Review of quantitative finance and accounting 57 (2021) 2, pp. 629-655
Persistent link: https://www.econbiz.de/10012549969
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Dynamic price discovery
Handa, Puneet; Schwartz, Robert A. - In: Review of quantitative finance and accounting 7 (1996) 1, pp. 5-28
Persistent link: https://www.econbiz.de/10001467515
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Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
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Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Pan, Chiu-Ting - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
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Forced consolidation
Pomeranets, Anna; Weaver, Daniel G. - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
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One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Verousis, Thanos; Perotti, Pietro; Sermpinis, Georgios - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 353-392
Persistent link: https://www.econbiz.de/10011979139
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Bid ask spread in a competitive market with institutions and order size
Dey, Malay K.; Kazemi, Hossein - In: Review of quantitative finance and accounting 30 (2008) 4, pp. 433-453
Persistent link: https://www.econbiz.de/10003711396
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Trade disclosure, information learning and securities market performance
Wu, Chunchi; Zhang, Wei - In: Review of quantitative finance and accounting 18 (2002) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001676683
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The inter-temporal behavior of informed and uninformed traders
Brockman, Paul; Chung, Dennis Y. - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 251-265
Persistent link: https://www.econbiz.de/10001839844
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Observable consequences of trading structure differences : on the use of variance ratios in microstructure studies
Ronen, Tavy - In: Review of quantitative finance and accounting 20 (2003) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001773879