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Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.; Lao, LanJun; Xue, Qingfeng - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
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Earnings announcements, trading volume, and price discovery : evidence from dual class firms
Wang, Qin; Yang, Hsiao-Fen - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 669-700
Persistent link: https://www.econbiz.de/10011333149
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On the use of the market model R-square as a measure of stock price efficiency
Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 379-391
Persistent link: https://www.econbiz.de/10011327620
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Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets
Hou, Yang; Li, Steven; Wen, Fenghua - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 91-110
Persistent link: https://www.econbiz.de/10012549905
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Price discovery and price leadership of various investor types : evidence from Taiwan futures markets
Chen, Wei-Kuang; Lin, Ching-Ting; Shiu, Cheng-Yi - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 601-631
Persistent link: https://www.econbiz.de/10012225958
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The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph; Lobe, Sebastian; Röder, Klaus - In: Review of quantitative finance and accounting 46 (2016) 1, pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
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Trading activities and price discovery in foreign currency futures markets
Chen, Yu-Lun; Gau, Yin-feng; Liao, Wen-Ju - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 792-818
Persistent link: https://www.econbiz.de/10011595489
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The economic significance of CDS price discovery
Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
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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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News announcements and price discovery in the RMB-USD market
Chen, Yu-Lun - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1487-1508
Persistent link: https://www.econbiz.de/10012233171