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Are German national accounts informational efficient?
Döhrn, Roland - 2020
National accounts are subject to major revisions. To improve the reliability of the first release data, it is important to know whether these revisions show systematic patterns, or in other words, whether national accounts are informational efficient in the sense that they incorporate all...
Persistent link: https://www.econbiz.de/10012320608
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Price discovery and trading after hours : new evidence from the world's largest carbon exchange
Ibikunle, Gbenga; Gregoriou, Andros; Pandit, Naresh R. - In: International journal of the economics of business 20 (2013) 3, pp. 421-445
Persistent link: https://www.econbiz.de/10010230272
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Informational efficiency of the EU ETS market : a study of price predictability and profitable trading
Aatola, Piia; Ollikka, Kimmo; Ollikainen, Markku - In: Journal of environmental economics and policy 3 (2014) 1, pp. 92-123
Persistent link: https://www.econbiz.de/10010248897
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Exploring the nexus between financial openness and informational efficiency : does the quality of institution matter?
Naghavi, Navaz; Lau, Wee-yeap - In: Applied economics 46 (2014) 7/9, pp. 674-685
Persistent link: https://www.econbiz.de/10010399006
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Financial liberalization and emerging stock market efficiency : an empirical analysis of structural changes
Rejeb, Aymen Ben; Boughrara, Adel - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 230-245
Persistent link: https://www.econbiz.de/10010436273
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Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
Ibikunle, Gbenga; Rzayev, Khaladdin - 2020
Persistent link: https://www.econbiz.de/10012487282
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Bitcoin transactions, information asymmetry and trading volume
Ante, Lennart - In: Quantitative finance and economics 4 (2020) 3, pp. 365-381
Persistent link: https://www.econbiz.de/10012271431
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Managerial discretion in accruals and informational efficiency
Perotti, Pietro; Windisch, David - In: Journal of business finance & accounting : JBFA 44 (2017) 3/4, pp. 375-416
Persistent link: https://www.econbiz.de/10011723397
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Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
Ibikunle, Gbenga; Rzayev, Khaladdin - 2020
Persistent link: https://www.econbiz.de/10012214098
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ETF activity and informational efficiency of underlying securities
Glosten, Lawrence R.; Nallareddy, Suresh; Zou, Yuan - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 22-47
Persistent link: https://www.econbiz.de/10012434369