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The impact of time duration between trades on the price of treasury note futures contracts
Holder, Mark E.; Qi, Min; Sinha, Amit K. - In: The journal of futures markets 24 (2004) 10, pp. 965-980
Persistent link: https://www.econbiz.de/10002190264
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The role of intra-day and inter-day data effects in determining linear and nonlinear granger causality between Australian futures and cash index markets
Eldridge, Robert M.; Peat, Maurice; Stevenson, Maxwell John - 2003
Persistent link: https://www.econbiz.de/10001734845
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Holiday effects in the US equity futures markets
Ziemba, William T.; Dzhabarov, Constantine - In: The journal of prediction markets 15 (2021) 3, pp. 105-112
Persistent link: https://www.econbiz.de/10013162265
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The effects of randomizing the opening time on the performance of a stock market under stress
Hauser, Shmuel; Kamara, Avraham; Shurki, Itzik - In: Journal of financial markets 15 (2012) 4, pp. 392-415
Persistent link: https://www.econbiz.de/10009655269
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Can time-varying risk of rare disasters explain aggregate stock market volatility
Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003763502
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Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica (contributor) - 2008 - Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel - 2007
Persistent link: https://www.econbiz.de/10003591346