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Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
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High-frequency trading, stock volatility, and intraday crashes
Ben Ammar, Imen; Hellara, Slaheddine - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 337-344
Persistent link: https://www.econbiz.de/10013334894
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Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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Information flow, volatility and spreads of infrequently traded Nasdaq stocks
Wu, Chunchi - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 20-43
Persistent link: https://www.econbiz.de/10001961704
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The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
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Parametric Value-at-Risk analysis : evidence from stock indices
Mabrouk, Samir; Saadi, Samir - In: The quarterly review of economics and finance : journal … 52 (2012) 3, pp. 305-321
Persistent link: https://www.econbiz.de/10009683550
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An empirical examination of the intraday volatility in euro-dollar rates
Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10001961726
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Is exchange rate volatility excessive? : An ARCH and AR approach
Edmonds, Radcliffe G.; So, Jacky C. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 122-154
Persistent link: https://www.econbiz.de/10001961781
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Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264
Persistent link: https://www.econbiz.de/10012416566