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Market microstructure and securities values : evidence from the Tel Aviv stock exchange

Amihud, Yakov - In: Journal of financial economics 45 (1997) 3, pp. 365-390

Persistent link: https://www.econbiz.de/10001229282

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov (contributor); Lauterbach, Beni (contributor); … - 2002 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001656870

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - 2002

Persistent link: https://www.econbiz.de/10001682380

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 829-846

Persistent link: https://www.econbiz.de/10001859288

Market microstructure and price discovery on the Tokyo Stock Exchange

Amihud, Yakov - In: Japan and the world economy : international journal of … 1 (1989) 4, pp. 341-370

Persistent link: https://www.econbiz.de/10001092087

Stock market microstructure and return volatility : evidence from Italy

Amihud, Yakov - In: Journal of banking & finance 14 (1990) 2, pp. 423-440

Persistent link: https://www.econbiz.de/10001092356

A note on trading mechanism and securities' value : the analysis of rejects from continuous trade

Lauterbach, Beni - In: Journal of banking & finance 25 (2001) 2, pp. 419-430

Persistent link: https://www.econbiz.de/10001545313

A note on price noises and their correction process : evidence from two equal-payoff government bonds

Lauterbach, Beni; Wohl, Avi - In: Journal of banking & finance 25 (2001) 3, pp. 597-612

Persistent link: https://www.econbiz.de/10001550696

A Note on Price Noises and Their Correction Process : Evidence from Two Equal-Payoff Government Bonds

Lauterbach, Beni - 2015

The study offers the most direct evidence to date on price noises in call auctions and their correction. We examine a unique sample of two identical securities (two equal-payoff Israeli government bonds) that were traded on separate yet almost simultaneous auctions on the Tel-Aviv Stock...

Persistent link: https://www.econbiz.de/10013034863