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ECONIS (ZBW)
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1
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
2
Inferring the private
information
content of trades : a regime-switching approach
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001373089
Saved in:
3
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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4
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
5
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
Saved in:
6
Internet, noise trading and commodity prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
-
2012
Persistent link: https://www.econbiz.de/10011759934
Saved in:
7
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
8
Positive stock
information
in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
-
2018
underlying stock return's distribution, can embed positive
information
regarding the underlying stock. A long-only portfolio of …
Persistent link: https://www.econbiz.de/10011872403
Saved in:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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