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A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework
Papavassiliou, Vassilios G. - In: Journal of international financial markets, … 24 (2013), pp. 184-197
Persistent link: https://www.econbiz.de/10010083922
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The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece
Papavassiliou, Vassilios G. - In: Economic notes : economic review of Banca Monte dei … 41 (2012) 3, pp. 173-183
Persistent link: https://www.econbiz.de/10010033675
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AN ECONOMETRIC ASSESSMENT OF THE CHANGE IN QUALITY OF THE IRISH GILT MARKET SINCE THE INTRODUCTION OF MARKET MAKING
Dunne, Peter G. - In: The economic and social review 27 (1996) 5, pp. 457-466
Persistent link: https://www.econbiz.de/10007827571
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THE IMPLICIT COSTS OF TRADING IN A JOINTLY LISTED IRISH EQUITY
Dunne, Peter G. - In: The economic and social review 26 (1994) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10007830232
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MARKET MAKING WHEN THE ORDER-ARRIVAL PROCES IS THE RESULT OF POSITIVE FEEDBACK TRADING
Dunne, Peter G. - In: The Manchester School of Economic and Social Studies 62 (1994), pp. 79-92
Persistent link: https://www.econbiz.de/10006339948
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A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities
Dunne, Peter G. - In: International review of financial analysis 9 (2000) 4, pp. 369-388
Persistent link: https://www.econbiz.de/10007175845
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Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
Dunne, Peter G. - In: International review of financial analysis 8 (1999) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10007185210
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DEFINING BENCHMARK STATUS: AN APPLICATION USING EURO-AREA BONDS
Dunne, Peter G.; Moore, Michael J.; Portes, Richard - 2002
Persistent link: https://www.econbiz.de/10006973244
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Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7, pp. 577-588
Persistent link: https://www.econbiz.de/10009265645
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Made in America? US Steelmaking in the 1990s: An American Resurgence?
Moore, Michael - In: The international executive 38 (1996) 4, pp. 431-464
Persistent link: https://www.econbiz.de/10007327810