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Price sensitivity of hourly day-ahead and quarter-hourly intraday auctions in Germany
Braun, Sebastian M.; Brunner, Christoph - In: Zeitschrift für Energiewirtschaft : ZfE 42 (2018) 3, pp. 257-270
Persistent link: https://www.econbiz.de/10012040275
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Does public sentiment impact stock price movements? : evidence from India
Banerjee, Aditya; Kundu, Sayantan - In: Journal of emerging market finance 23 (2024) 1, pp. 108-134
Persistent link: https://www.econbiz.de/10014633190
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Time-of-day periodicities of trading volume and volatility in Bitcoin exchange : does the stock market matter?
Wang, Jying-Nan; Liu, Hung-Chun; Hsu, Yuan-Teng - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436606
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A new perspective of the day-of-the-week effect on Bitcoin returns : evidence from an event study hourly approach
Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Oeconomia Copernicana 13 (2022) 3, pp. 745-782
Persistent link: https://www.econbiz.de/10013449330
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The New York stock market in the 1920s and 1930s : did stock prices move together too much?
Rappoport, Peter - 1994
Persistent link: https://www.econbiz.de/10000883024
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Essays in stock market efficiency and time-varying risk premia
Beltratti, Andrea - 1991
Persistent link: https://www.econbiz.de/10000883816
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An analysis of US stock price behavior using wavelets
Ramsey, James B.; Usikov, Daniel; Zaslavsky, George M. - 1994
Persistent link: https://www.econbiz.de/10000887599
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Anatomy of the trading process : empirical evidence on the behavior of institutional traders
Keim, Donald B.; Madhavan, Ananth Narayan - 1994
Persistent link: https://www.econbiz.de/10000887826
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Trading analysis of October 13 and 16, 1989
1990
Persistent link: https://www.econbiz.de/10000887885