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Empirical analyses of the trading behavior of individual investors in the warrant market
Schmitz, Philipp - 2007
Persistent link: https://www.econbiz.de/10003583005
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Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan; Storkenmaier, Andreas; Wagener, Martin; … - In: Journal of banking & finance 37 (2013) 4, pp. 1148-1159
Persistent link: https://www.econbiz.de/10009716239
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Limited attention and news arrival in limit order markets
Dugast, Jérôme - 2013
Persistent link: https://www.econbiz.de/10010200015
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What Drives the Sensitivity of Limit Order Books to Company Announcement Arrivals?
Siikanen, Milla - 2016
We provide evidence that recent losses amplify order book illiquidity shocks caused by non-scheduled news. Moreover, the faster markets' reaction to scheduled and non-scheduled news arrivals is in terms of order book illiquidity, the more illiquid the order book becomes; that is, a fast reaction...
Persistent link: https://www.econbiz.de/10012976885
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What drives the sensitivity of limit order books to company announcement arrivals?
Siikanen, Milla; Kanniainen, Juho; Luoma, Arto - In: Economics letters 159 (2017), pp. 65-68
Persistent link: https://www.econbiz.de/10011903290
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Commonality in liquidity : effects of monetary policy and macroeconomic announcements
Sensoy, Ahmet - In: Finance research letters 16 (2016), pp. 125-131
Persistent link: https://www.econbiz.de/10011655140
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Limit order books and liquidity around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic
Siikanen, Milla; Kanniainen, Juho; Valli, Jaakko - In: Finance research letters 21 (2017), pp. 264-271
Persistent link: https://www.econbiz.de/10011807803
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The price effect of block trades : evidence from the Tunisian Stock Exchange
Dabbou, Halim; Berrich, Olfa - In: International journal of decision sciences, risk and … 9 (2020) 3, pp. 168-181
Persistent link: https://www.econbiz.de/10012507881
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Does capital market reaction to non-economic factors generate abnormal returns?
Jatmiko, Dadang Prasetyo; Manahov, Viktor; Obiosa, Nnamdi - In: Investment management and financial innovations 11 (2014) 4, pp. 66-76
Persistent link: https://www.econbiz.de/10010514106
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A test of Fama's efficient capital market's II position in the Nigerian bourse
Idolor, Eseoghne Joseph; Braimah, Abdulganiyu - In: Indian journal of economics & business : IJEB 14 (2015) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10011452889