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Corporate campaign contributions as a predictor for abnormal stock returns after presidential elections

Huber, Jürgen; Kirchler, Michael - 2008

Persistent link: https://www.econbiz.de/10004928342

High-frequency traders and market structure

Menkveld, Albert J. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 333-344

Persistent link: https://www.econbiz.de/10010363580

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - 2008

Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the two trends related? For a recent five-year panel of New York Stock Exchange (NYSE) stocks, we use a normalized measure of electronic message traffic (order submissions,...

Persistent link: https://www.econbiz.de/10010303736

Information asymmetry and asset prices : evidence from the China foreign share discount

Chan, Kalok; Menkveld, Albert J.; Zhishu Yang - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 159-196

Persistent link: https://www.econbiz.de/10003821566

Modeling around-the-clock price discovery for cross-listed stocks using state space methods

Menkveld, Albert J.; Koopman, Siem Jan; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 213-225

Persistent link: https://www.econbiz.de/10003463648

The informativeness of domestic and foreign investors' stock trades : evidence from the perfectly segmented Chinese market

Chan, Kalok; Menkveld, Albert J.; Zhishu Yang - In: Journal of financial markets 10 (2007) 4, pp. 391-415

Persistent link: https://www.econbiz.de/10003613087

Are domestic investors better informed than foreign investors? : evidence from the perfectly segmented market in China

Chan, Kalok; Menkveld, Albert J.; Zhishu Yang - 2006

Persistent link: https://www.econbiz.de/10003387081

Information asymmetry and asset prices: evidence from the China foreign share discount

Chan, Kalok; Menkveld, Albert J.; Zhishu Yang - 2006

Persistent link: https://www.econbiz.de/10003387087

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10008991191

Intraday analysis of market integration : dutch blue chips traded in Amsterdam and New York

Hupperets, Erik; Menkveld, Albert J. - 2000

Market integration is studied for Dutch stocks cross-listed at the NYSE.Trading starts in Amsterdam and ends in New York with a one-hour overlap.Both markets are not perfectly integrated in that they can be viewed as onemarket with the well-documented U-shape in volatility, volume and...

Persistent link: https://www.econbiz.de/10011303320