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The effects of environmental announcements on exchange traded funds

Wallace, Damien; McIver, Ron - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 2, pp. 289-307

Persistent link: https://www.econbiz.de/10012210483

McIver, Ron; Wallace, Damien; Ramiah, Vikash - In: Financial management : methods, outcomes and challenges, (pp. 37-63). 2017

Persistent link: https://www.econbiz.de/10011711873

The challenges and innovations of event study methodology

Ramiah, Vikash; Wallace, Damien; McIver, Ron - In: Financial management : methods, outcomes and challenges, (pp. 65-90). 2017

Persistent link: https://www.econbiz.de/10011711875

The challenges of ETFs and their underlying constituents

Wallace, Damien; McIver, Ron; Ramiah, Vikash - In: Financial management : methods, outcomes and challenges, (pp. 91-112). 2017

Persistent link: https://www.econbiz.de/10011711876

Trading Activity and Price Discovery of the Chinese Crude Oil Futures Contract : Evidence from High-Frequency Data

Kalev, Petko S.; McIver, Ron; Wallace, Damien; Wu, Zhongqun - 2023

Using high-frequency intraday data sampled on half-a-second frequencies for the Chinese crude oil futures contract (SC), we examine and compare trading dynamics of SC with both WTI and Brent oil futures contracts. We use a modified volume method to create a continuous SC time series,...

Persistent link: https://www.econbiz.de/10014348293