Similar Search Results - EconBiz

SETS, Arbitrage Activity, and Stock Price Dynamics

Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10010324378

Time-varying price discovery in the 18th century

Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - 2011

Persistent link: https://www.econbiz.de/10009375420

Order flow and volatility : an empirical investigation

Opschoor, Anne; Taylor, Nicholas; Wel, Michel van der; … - In: Journal of empirical finance 28 (2014), pp. 185-201

Persistent link: https://www.econbiz.de/10011285068

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557

Time-varying price discovery in fragmented markets

Taylor, Nicholas - In: Applied financial economics 21 (2011) 10/12, pp. 717-734

Persistent link: https://www.econbiz.de/10009231599

Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets

Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30

Persistent link: https://www.econbiz.de/10011492239

A note on the importance of overnight information in risk management models

Taylor, Nicholas - In: Journal of banking & finance 31 (2007) 1, pp. 161-180

Persistent link: https://www.econbiz.de/10003403190

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas (contributor) - In: Journal of banking & finance 24 (2000) 8, pp. 1289-1306

Persistent link: https://www.econbiz.de/10001491422

Econometric models of company dividends can be used to identify underpriced shares

Bulkley, George - In: The Manchester School of Economic and Social Studies 63 (1995), pp. 103-111

Persistent link: https://www.econbiz.de/10001181525

SETS, arbitrage activity, and stock price dynamics

Taylor, Nick (contributor) - 1999

Persistent link: https://www.econbiz.de/10001364933

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