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The impact of macroeconomic factors on the US Stock Exchange
Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014290717
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Do buyers and sellers behave similarly in a limit order book? : A high-frequency data examination of the Finnish stock exchange
Hedvall, Kaj; Niemeyer, Jonas; Rosenqvist, Gunnar - 1997
Persistent link: https://www.econbiz.de/10000958052
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News sentiment incorporation in real-time trading : alpha testing the event trading strategy in HFT
Karn Arodh Lal; Ye, Qiang; Rakshha Kumari Karna; Wang, … - In: Journal of global information management : an official … 26 (2018) 4, pp. 18-35
Persistent link: https://www.econbiz.de/10011940297
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Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen; Liu, Yuna; Sjögren, Tomas - In: Economics letters 121 (2013) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
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Testing of consistent trends in stock performance in the Nairobi securities exchange
Ndegwa, James N.; Kiweu, Josephat Mboya - In: DBA Africa management review 5 (2015) 2, pp. 212-221
Persistent link: https://www.econbiz.de/10012250738
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Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad; Anwar, Sajid - In: The North American journal of economics and finance : a … 37 (2016), pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
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An empirical evaluation in GARCH volatility modeling : evidence from the Stockholm stock exchange
Dritsaki, Chaido - In: Journal of mathematical finance 7 (2017) 2, pp. 366-390
Persistent link: https://www.econbiz.de/10011673942
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The impact of asynchronous trading on Epps effect on Warsaw stock exchange
Gurgul, Henryk; Machno, Artur - In: Central European journal of operations research : CEJOR … 25 (2017) 2, pp. 287-301
Persistent link: https://www.econbiz.de/10011711254
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Time-Series Properties of Earnings : The Case of Georgian Stock Exchange
Pirveli, Erekle; Zimmermann, Jochen - 2018
The Georgian Stock Exchange (GeSE) is one of the smallest and most illiquid capital markets worldwide. Inefficient regulation and high transaction costs feature high in describing the embryonic stage of Georgia's stock market. This paper, by supplying first-hand empirical evidence on time-series...
Persistent link: https://www.econbiz.de/10014133390
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Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401
Persistent link: https://www.econbiz.de/10013342033