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Clustering of trading activity in the DAX index options market
Koch, Alexander K.; Lazarov, Zdravetz N. - 2001
, options with strikes ending on 50 are less traded than options with strikes ending on 00. Clustering is higher when options … clustering, grid size, and the options' characteristics. To our knowledge this paper is the first to explore how the grid size of …
Persistent link: https://www.econbiz.de/10011539670
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Evidence and sources of momentum profits : a study on Indian stock market
Misra, Arun Kumar; Mohapatra, Sabyasachi - In: Economics, management and financial markets 9 (2014) 3, pp. 86-109
Persistent link: https://www.econbiz.de/10011544192
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Weekly options on stock pinning
Zhang, Ge; Chen, Haiyang; Cai, Francis - In: The journal of business and economic studies 21 (2015) 1/2, pp. 62-73
Persistent link: https://www.econbiz.de/10011504716
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A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency
Alexakis, Christos A.; Cummins, Mark; Dowling, Michael; … - In: Applied economics 50 (2018) 36, pp. 3949-3965
Persistent link: https://www.econbiz.de/10012060172
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The price impact of trade-size clustering : evidence from an intraday analysis
Chen, Tao - In: Journal of business research : JBR 101 (2019), pp. 300-314
Persistent link: https://www.econbiz.de/10012103276
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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
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An empirical study of the dynamic correlation of Japanese stock returns
Isogai, Takashi - 2015
Persistent link: https://www.econbiz.de/10012178381
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Concurrent earnings announcements and analysts' information production
Driskill, Matthew; Kirk, Marcus P.; Tucker, Jennifer Wu - In: The accounting review : a publication of the American … 95 (2020) 1, pp. 165-189
Persistent link: https://www.econbiz.de/10012163187
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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
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Within and cross volatility contagion effects among stock, crude and forex returns : empirical evidence from five emerging economies
Varghese, George - In: Theoretical economics letters 8 (2018) 8, pp. 1475-1492
Persistent link: https://www.econbiz.de/10011888370