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Internet, noise trading and commodity prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012
Persistent link: https://www.econbiz.de/10011759934
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil; Boudt, Kris; Laurent, Sébastien; … - 2024
Persistent link: https://www.econbiz.de/10014521306
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Stock prices in a speculative market : the Chinese split-share reform
Beltratti, Andrea; Bortolotti, Bernardo; Caccavaio, Marianna - 2009
not properly react to unambiguous corporate actions. -- Speculation ; Chinese Stock Market ; Market segmentation ; Event …
Persistent link: https://www.econbiz.de/10008809692
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High-frequency trading and market performance
Baldauf, Markus; Mollner, Joshua - 2019
Persistent link: https://www.econbiz.de/10012161455
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Cum-ex trading : the biggest fraud in history?
Wagner, Moritz; Wei, Xiaopeng - 2020
Persistent link: https://www.econbiz.de/10012426849
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Trading structure and trade data at the Copenhagen Stock Exchange
Hvidkjær, Søren - 1996
Persistent link: https://www.econbiz.de/10000955264
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Differences between NZ and U.S. individual investor sentiment : more noise or more information?
Białkowski, Je̜drzej; Wagner, Moritz; Wei, Xiaopeng - 2023
Persistent link: https://www.econbiz.de/10014469900
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Why do analysts continue to provide favorable coverage for seasoned stocks?
Mola, Simona (contributor); Guidolin, Massimo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003740043
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Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009771105
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On the out-of-sample predictability of stock market returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001971221