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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Stock volatility and the transfer of public and private information between New York and Helsinki stock exchanges
Pursiainen, Aarni - 1998
Persistent link: https://www.econbiz.de/10000996621
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Fundamentals of news reporting
Izard, Ralph S.; Culbertson, Hugh M.; Lambert, Donald A. - 1971
Persistent link: https://www.econbiz.de/10000571978
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Information flows between the Brussels stock exchange and SEAQ International for Belgian equities
Degryse, Hans - In: Cahiers économiques de Bruxelles (1999) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10001370325
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A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig - In: Kyŏngje-yŏn'gu 16 (1995) 2, pp. 287-305
Persistent link: https://www.econbiz.de/10001205483
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Information et vitesse de réaction du marché boursier en continu : une analyse empirique du marché boursier français
Szpiro, Daniel - In: Revue économique : revue bimestrielle 49 (1998) 2, pp. 487-526
Persistent link: https://www.econbiz.de/10001237220
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Those who know most : insider trading in eighteenth-century Amsterdam
Koudijs, Peter - In: Journal of political economy 123 (2015) 6, pp. 1356-1409
Persistent link: https://www.econbiz.de/10011429917
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Tail wags dog? : time-varying information shares in the Bund market
Upper, Christian; Werner, Thomas - 2002
The flow of information between futures and spot prices may vary over time, in particular during periods of stress. This article analyses the information content of the Bund Future and German government bonds during 1998 and test whether it is constant over time. The use of high-frequency data...
Persistent link: https://www.econbiz.de/10011431780
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The overconfident trader does not always overreact to his information
Du, Sarina; Liu, Hong - In: Economic modelling 46 (2015), pp. 384-390
Persistent link: https://www.econbiz.de/10011436667
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M&A operations: further evidence of informed trading in the CDS market
Silva, Paulo Pereira da; Vieira, Isabel; Vieira, Carlos - In: Journal of multinational financial management 32/33 (2015), pp. 116-130
Persistent link: https://www.econbiz.de/10011540122