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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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A GMM test of the three-moment CAPM in the Australian equity market
Faff, Robert W.; Ho, Yew Kee; Zhang, Li - 1995
Persistent link: https://www.econbiz.de/10000912061
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An equilibrium approach to derivative securities : stochastic volatility and survival
Aase, Knut K. - 1996
Persistent link: https://www.econbiz.de/10000938202
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Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu; Roll, Richard; Ross, Stephen A. - 1983
Persistent link: https://www.econbiz.de/10000687836
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Trade dynamics in the market for federal funds
Afonso, Gara; Lagos, Ricardo - 2014
Persistent link: https://www.econbiz.de/10010337036
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Errors in trade classification : consequences and remedies
Tanggaard, Carsten - 2003
Persistent link: https://www.econbiz.de/10001803999
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Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010380069
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The relation between asset returns and inflation at short and long horizons
Engsted, Tom; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493817
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Intraday patterns in FX returns and order flow
Breedon, Francis J.; Ranaldo, Angelo - 2012
Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign exchange returns through a significant tendency for currencies to depreciate during local trading hours. We confirm this pattern across a range of currencies and time zones. We...
Persistent link: https://www.econbiz.de/10009521479