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Order imbalance, liquidity, and market returns
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008
Persistent link: https://www.econbiz.de/10003650440
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Evidence on the speed of convergence to market efficiency
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 117-148). 2008
Persistent link: https://www.econbiz.de/10003650510
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Performance characteristics of commodity futures
Erb, Claude B.; Harvey, Campbell R.; Kempe, Christian - In: The handbook of commodity investing, (pp. 203-226). 2008
Persistent link: https://www.econbiz.de/10003795017
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CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies
Gil-Alaña, Luis A.; Laniepce, Arnold - In: Stock returns : cyclicity, prediction and economic …, (pp. 211-220). 2009
Persistent link: https://www.econbiz.de/10003945030
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Cross-sectional determinants of expected returns
Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: The legacy of Fischer Black, (pp. 161-186). 2005
Persistent link: https://www.econbiz.de/10003404044
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Capital flows and the behavior of emerging market equity returns
Bekaert, Geert; Harvey, Campbell R. - In: Capital flows and the emerging economies : theory, …, (pp. 159-194). 2000
Persistent link: https://www.econbiz.de/10001534794
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The risk and expected returns of African equity investment
Erb, Claude B.; Harvey, Campbell R.; Viskanta, Tadas E. - In: Investment and risk in Africa, (pp. 122-145). 2000
Persistent link: https://www.econbiz.de/10001529546
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An exploratory investigation of the fundamental determinants of national equity market returns
Ferson, Wayne E. - In: The internationalization of equity markets, (pp. 59-138). 1994
Persistent link: https://www.econbiz.de/10001291053
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The behavior of emerging market returns
Bekaert, Geert; Erb, Claude B.; Harvey, Campbell R.; … - In: Emerging market capital flows : proceedings of a …, (pp. 107-173). 1998
Persistent link: https://www.econbiz.de/10001395719