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1
Endogenous market statistics and security pricing : an empirical investigation
George, Thomas J.
;
Hwang, Chuan-yang
- In:
Journal of financial markets
1
(
1998
)
3/4
,
pp. 285-319
Persistent link: https://www.econbiz.de/10001426545
Saved in:
2
Information flow and pricing errors : a unified approach to estimation and testing
George, Thomas J.
;
Hwang, Chuan-yang
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 979-1020
Persistent link: https://www.econbiz.de/10001619461
Saved in:
3
The impact of trading restrictions on the informational relationships between cash, futures, and options markets
Han, Li-ming
- In:
International review of economics & finance : IREF
3
(
1994
)
4
,
pp. 429-442
Persistent link: https://www.econbiz.de/10001177067
Saved in:
4
Ex-dividend day stock price behavior : the case of the 1986 Tax Reform Act
Michaely, Roni
- In:
The journal of finance : the journal of the American …
46
(
1991
)
3
,
pp. 845-859
Persistent link: https://www.econbiz.de/10001110306
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5
Entry barriers and price movements between major and emerging stock markets
Rogers, John H.
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001167857
Saved in:
6
Stock returns volatility in the Tokyo stock exchange
Tse, Yiu Kuen
- In:
Japan and the world economy : international journal of …
3
(
1991
)
3
,
pp. 285-298
Persistent link: https://www.econbiz.de/10001115736
Saved in:
7
Comovements of international equity returns : a comparison of the pre- and post-October 19, 1987, periods
Lau, Sie-ting
- In:
Global finance journal
4
(
1993
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001150002
Saved in:
8
Switching to continuous trading and its impact on return behavior and volume of trade
Lauterbach, Beni
- In:
Journal of financial services research : JFSR
12
(
1997
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10001227779
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9
Arbitrage opportunities in the Japanese stock and futures markets
Brenner, Menachem
- In:
Financial analysts' journal : FAJ
46
(
1990
)
2
,
pp. 14-24
Persistent link: https://www.econbiz.de/10001088703
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10
US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis
Mollick, André Varella
;
Assefa, Tibebe Abebe
- In:
Energy economics
36
(
2013
),
pp. 1-18
Persistent link: https://www.econbiz.de/10009724771
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