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Fragmentation in European equity markets and market quality : evidence from the analysis of trade-throughs
Kohler, Alexander; Wyss, Rico von - 2012
Persistent link: https://www.econbiz.de/10010407674
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Impact of investor meetings/presentations on share prices, insider trading and securities regulation
Rose, Caspar - 2000
Persistent link: https://www.econbiz.de/10001553936
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Fragmentation and market quality : the case of European markets
Silva, Paulo Pereira da - In: De economist : Netherlands economic review ; quarterly … 166 (2018) 2, pp. 179-206
Persistent link: https://www.econbiz.de/10012035786
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Anlegerverhalten in Theorie und Praxis
In: Monatsbericht 63 (2011) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10008809831
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Assessing financial integration in the European Union equity markets : panel unit root and multivariate cointegration and causality evidence
Worthington, Andrew Charles; Higgs, Helen - In: Journal of economic integration 25 (2010) 3, pp. 457-479
Persistent link: https://www.econbiz.de/10008657850
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Leviathan gegen Raubtier : zum Verhältnis von Staat und Finanzmärkten in Zeiten der Globalisierung
Straubhaar, Thomas; Vöpel, Henning - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 91 (2011) 12, pp. 816-820
Persistent link: https://www.econbiz.de/10009406660
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Leviathan gegen Raubtier : zum Verhältnis von Staat und Finanzmärkten in Zeiten der Globalisierung
Straubhaar, Thomas; Vöpel, Henning - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 91 (2011) 12, pp. 816-820
Persistent link: https://www.econbiz.de/10009672694
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Have efficiency and integration progressed in real capital markets of Europe and North America during 1988 - 1999?
O, Yong-hyŏp - 2005
Persistent link: https://www.econbiz.de/10003147206
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European equity markets : price behavior and efficiency
Hawawini, Gabriel A. - 1984
Persistent link: https://www.econbiz.de/10000534285
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Systematic mispricing in European equity prices?
Berneburg, Marian (contributor) - 2007
One empirical argument that has been around for some time and that clearly contra- dicts equity market efficiency is that market prices seem too volatile to be optimal estimates of the present value of future discounted cash flows. Based on this, it is deduced that systematic pricing errors...
Persistent link: https://www.econbiz.de/10003482498