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Going negative : what to do with negative book equity stocks

Brown, Stephen J.; Lajbcygier, Paul; Li, Bob - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 95-102

Persistent link: https://www.econbiz.de/10009520479

Volume shocks and stock returns : an alternative test

Zhong, Angel; Chai, Daniel; Li, Bob; Chiah, Mardy - In: Pacific-Basin finance journal 48 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012028016

Is momentum trading profitable from Shari'ah compliant stocks?

Li, Bob; Ee, Mong Shan; Rashid, Mamunur - In: Review of financial economics : RFE 31 (2016), pp. 56-63

Persistent link: https://www.econbiz.de/10011636646

The last alibi : Shari'ah compliant stocks on momentum profitability assessment

Li, Bob; Ee, Mong Shan; Boo, Yee Ling; Rashid, Mamunur - In: Advances in Islamic finance, marketing, and management …, (pp. 3-26). 2017

Persistent link: https://www.econbiz.de/10011661943

Down but not out : plenty of returns available for shorted down stocks

Galariotis, Emilios; Li, Bob; Chai, Daniel - In: International review of financial analysis 63 (2019), pp. 296-306

Persistent link: https://www.econbiz.de/10012207470

Another look at sources of momentum profits

Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323

Persistent link: https://www.econbiz.de/10013343411

The information content of special orders

Huu Nhan Duong; Lajbcygier, Paul; Vu, Van-Hoang - In: Pacific-Basin finance journal 45 (2017), pp. 68-81

Persistent link: https://www.econbiz.de/10011800814

A comparison of the forecasting ability of immediate price impact models

Manh Cuong Pham; Huu Nhan Duong; Lajbcygier, Paul - In: Journal of forecasting 36 (2017) 8, pp. 898-918

Persistent link: https://www.econbiz.de/10011860921

High-frequency Trading around Reserve Bank of Australia (RBA) Announcements

Hua, Vinh Duc Anh - 2019

We study high-frequency trading (HFT) activities and their consequent price impacts on the ASX around RBA announcement. RBA announcement provides an ideal setting for studying the speed advantage of high-frequency traders (HFTs), as the announcement has significant impact on stock prices and...

Persistent link: https://www.econbiz.de/10012894509

The Effect of Anonymity on Price Efficiency : Evidence from the Removal of Broker Identities

Duong, Huu Nhan - 2018

We show that broker identities are important for price formation. We use the removal of broker identities by the ASX on November 28th 2005 as a natural experiment and compare the information signal of broker identities before and after its removal. We find that broker identities have significant...

Persistent link: https://www.econbiz.de/10012916669