Narrow search
Showing 1 - 5 of 5
Cover Image
Intraday periodicity in algorithmic trading
Broussard, John Paul; Nikiforov, Andrei - In: Journal of international financial markets, … 30 (2014), pp. 196-204
Persistent link: https://www.econbiz.de/10011293765
Cover Image
Quote activity and round quotes in a voice-brokered bond market
Nikiforov, Andrei; Pilotte, Eugene A. - In: Applied economics letters 24 (2017) 4/6, pp. 214-218
Persistent link: https://www.econbiz.de/10011704416
Cover Image
Security design, market risk and round quotes in the treasury bond market
Nikiforov, Andrei; Pilotte, Eugene A. - In: Applied economics letters 26 (2019) 12, pp. 971-977
Persistent link: https://www.econbiz.de/10012204456
Cover Image
Macroeconomic announcements and the distribution of price-endings in the U.S. Treasury market
Nikiforov, Andrei; Pilotte, Eugene A. - In: The financial review : the official publication of the … 52 (2017) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10011656874
Cover Image
Intertemporal V Ariation in Abnormal Volume Around Earnings Announcements : “Distraction” or “Flocking-and-Dispersing”?
Jansen, Ivo; Nikiforov, Andrei - 2022
Hirshleifer et al. (2009) document a negative relation between abnormal trading volume in stocks with earnings announcements and the number of “competing” earnings announcements on the same day. They argue that this relation stems from distraction on the part of fundamental investors. We...
Persistent link: https://www.econbiz.de/10013406411