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Does undercapitalisation help explain why futures speculators lose money?

Anderson, J. A.; Faff, Robert W. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 28 (2004) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10002107799

Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets

Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of multinational financial management 14 (2004) 3, pp. 217-232

Persistent link: https://www.econbiz.de/10002539268

Correlations, business cycles and integration

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Journal of international financial markets, … 9 (1999) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10001402121

The impact of stock index futures trading on daily returns seasonality : a multicountry study

Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125

Persistent link: https://www.econbiz.de/10001641883

Short-term contrarian investing - is it profitable? ... Yes and no

Lee, Darren D.; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Journal of multinational financial management 13 (2003) 4/5, pp. 385-404

Persistent link: https://www.econbiz.de/10001782067

Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market

Edgar, Matthew - 2011

Pervasive herding may cause homogenous trading patterns, both within and across stocks and thus may impact upon an important aspect of the market microstructure – liquidity. Potentially, herding could simultaneously affect the liquidity of both individual stocks and that of the market. For...

Persistent link: https://www.econbiz.de/10013121143