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Cointegration, error correction, and price discovery on informationally linked security markets
Harris, Frederick H. deB.; McInish, Thomas H.; … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-579
Persistent link: https://www.econbiz.de/10001218096
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The persistence of dominant-firm market share : raising rivals' cost on the New York Stock Exchange
Harris, Frederick H. deB.; Hyde, Adam S.; Wood, Robert A. - In: Southern economic journal 81 (2014) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10011621961
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Security price adjustment across exchanges : an investigation of common factor components for Dow stocks
Harris, Frederick H. deB.; McInish, Thomas H.; Wood, … - In: Journal of financial markets 5 (2002) 3, pp. 277-308
Persistent link: https://www.econbiz.de/10001706035
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Common factor components versus information shares: a reply
Harris, Frederick H. deB.; McInish, Thomas H.; Wood, … - In: Journal of financial markets 5 (2002) 3, pp. 341-348
Persistent link: https://www.econbiz.de/10001706070
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Do bid-ask spreads or bid and ask depths convey new information first?
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001914542
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The changing state of the NYSE market : new common factors, players, and impulse responses
Chakravarty, Sugato; Harris, Frederick H. deB.; Wood, … - In: The journal of trading 4 (2009) 1, pp. 68-94
Persistent link: https://www.econbiz.de/10003810727