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Regulation of the Warsaw stock exchange : the portfolio allocation problem
Charemza, Wojciech W.; Majerowska, Ewa - 1998
Persistent link: https://www.econbiz.de/10000654969
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Stock market crash and stock return volatility : empirical evidence from Dhaka stock exchange
Islam, K. M. Zahidul; Ahmed, Sayed Farrukh - In: The Bangladesh development studies : the journal of the … 38 (2015) 3, pp. 25-54
Persistent link: https://www.econbiz.de/10011496809
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How financial liberalization impacts stock market volatility in Africa : evidence from Nigeria
Adeyeye, Patrick Olufemi; Aluko, Olufemi Adewale; … - In: Investment management and financial innovations 14 (2017) 3, pp. 291-301
Persistent link: https://www.econbiz.de/10011873751
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Capital market opening and stock price crash risk : evidence from the Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect
Zhang, Ping; Sha, Yezhou; Wang, Yu; Wang, Tewei - In: Pacific-Basin finance journal 76 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013552680
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Corporate scandals and the market response of dividend payout changes
Sung, Tae Yoon; Kim, Tae-hwan; Chincarini, Ludwig Boris - In: Applied financial economics 16 (2006) 7, pp. 535-549
Persistent link: https://www.econbiz.de/10003320409
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Madoff : a returns-based analysis
Schneeweis, Thomas; Szado, Edward - In: The journal of alternative investments 12 (2009/10) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10003974188
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Suspicious patterns in hedge fund returns and the risk of fraud
Bollen, Nicolas P. B.; Pool, Veronika K. - In: The review of financial studies 25 (2012) 9, pp. 2673-2702
Persistent link: https://www.econbiz.de/10009630199
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Order imbalance, liquidity, and market returns
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008
Persistent link: https://www.econbiz.de/10003650440
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The other side of the trading story : evidence from NYSE
Wong, Woon K. (contributor);  … - 2008
We analyse the well-known TORQ dataset of trades on the NYSE over a 3-month period, breaking down transactions depending on whether the active or passive side was institutional or private. This allows us to compare the returns on the different trade categories. We find that, however we analyse...
Persistent link: https://www.econbiz.de/10003739617
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How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit; Pérignon, Christophe; Villa, Christophe - In: Journal of financial economics 90 (2008) 3, pp. 252-271
Persistent link: https://www.econbiz.de/10003833349