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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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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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Fundamental volatility and financial stability
Desgranges, Gabriel; Gauthier, Stéphane - 2023
Persistent link: https://www.econbiz.de/10014383374
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - 2017
Persistent link: https://www.econbiz.de/10011691484
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Revealing information &- or not &- in a social network of traders
Allmis, Patrick; Pin, Paolo; Vega-Redondo, Fernando - 2024
Persistent link: https://www.econbiz.de/10014566872
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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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Order flows, delta hedging and exchange rate dynamics
Rzepkowski, Bronka (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002419329
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Information sales and insider trading with long-lived information
Cespa, Giovanni (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564894
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Turbulence in the financial markets : cross-country differences in market volatility in response to COVID-19 pandemic policies
Bickley, Steve J.; Brumpton, Martin; Chan, Ho Fai; … - 2020
with high levels of volatility observed across international financial markets. This study explores the temporal relation … between the observed structural breaks, market volatility and government policy interventions for 28 countries and their …
Persistent link: https://www.econbiz.de/10012256711