Narrow search
Showing 1 - 4 of 4
Cover Image
An empirical study of the mixture of time and movements in prices
Ben Sita, Bernard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731522
Cover Image
Test of the clustering hypothesis in the Helsinki exchanges
Ben Sita, Bernard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731525
Cover Image
The role of trading intensity estimating the implicit bid-ask spread and determining transitory effects
Ben Sita, Bernard; Westerholm, P. Joakim - In: International review of financial analysis 20 (2011) 5, pp. 306-310
Persistent link: https://www.econbiz.de/10009492103
Cover Image
The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
Ben Sita, Bernard; Westerholm, P. Joakim - In: International Review of Financial Analysis 20 (2011) 5, pp. 306-310
In this paper, we investigate the information content of trading intensity applying the Madhavan, Richardson and Roomans (1997) structural model to express trading intensity as trading momentum in duration and volume. Using both transactions and intraday data from the Helsinki Stock Exchange...
Persistent link: https://www.econbiz.de/10010577778