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Deregulation, news releases and price discovery
Chen, Manfen W.; Christie-David, Rohan; Moore, William … - In: Journal of regulatory economics 31 (2007) 3, pp. 289-312
Persistent link: https://www.econbiz.de/10003464471
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Bookbuilding vs. fixed price revisited : the effect of aftermarket trading
Busaba, Walid Y.; Chang, Chun - In: The journal of corporate finance : contracting, … 16 (2010) 3, pp. 370-381
Persistent link: https://www.econbiz.de/10003980079
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Name-letters and birthday-numbers : implicit egotism effects in pricing
Coulter, Keith S.; Grewal, Dhruv - In: Journal of marketing 78 (2014) 3, pp. 102-120
Persistent link: https://www.econbiz.de/10010360372
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Pricing market index target-term securities
Chen, K. C.; Taylor, James C.; Wu, Lifan - In: Journal of financial management and analysis : … 14 (2001) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10001664124
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Short-horizon return reversals and the bid-ask spread
Jegadeesh, Narasimhan - In: Journal of financial intermediation 4 (1995) 2, pp. 116-132
Persistent link: https://www.econbiz.de/10001178313
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On Multi-Dimensional Time-Varying Price Staleness
Zhu, Haibin; Liu, Zhi - 2021
The price staleness is referred to as the extent of the presence of the zero returns in the price dynamics. The proportion of the zero returns could be high in the high-frequency data sets, as pointed by Bandi et al. (2020a). Considering the price staleness as a dynamic system too, in this...
Persistent link: https://www.econbiz.de/10013252389
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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman - 1996
Persistent link: https://www.econbiz.de/10013268549
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Liquidity, price behavior, and market-related events
Lu-Andrews, Ran; Glascock, John Leslie - In: Eastern economic journal 43 (2017) 2, pp. 318-351
Persistent link: https://www.econbiz.de/10012243785
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Value effect in Indian stock market : an empirical analysis
Tripathi, Vanita; Aggarwal, Priti - In: International journal of public sector performance … 4 (2018) 2, pp. 146-168
Persistent link: https://www.econbiz.de/10011957807