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A comparative study on interday market volatility and intraday price transmission of Nikkei/JGB futures markets between Japan and Singapore
Gang, Shyy; Shen, Chung-hua - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 147-163
Persistent link: https://www.econbiz.de/10001590899
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A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei; Wang, Jying-Nan; Kuan, Chung-ming - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
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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
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Bootstrap refinements in tests of microstructure frictions
George, Thomas J.; Hwang, Chuan-yang; Ronen, Tavy - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10008797145
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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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Dealers and changing obligations : the case of stub quoting
Egginton, Jared F.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 919-941
Persistent link: https://www.econbiz.de/10011595757
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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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Lower tick sizes and futures pricing efficiency : evidence from the emerging Malaysian market
Poshakwale, Sunil S.; Taunson, Jude W.; Mandal, Anandadeep - In: Review of quantitative finance and accounting 53 (2019) 4, pp. 1135-1163
Persistent link: https://www.econbiz.de/10012234500
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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