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Volume- and size-related lead-lag effects in stock returns and volatility : an empirical investigation of the Warsaw Stock Exchange
Ge̜bka, Bartosz - In: International review of financial analysis 17 (2008) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10003765306
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Stock market performance of winners in privatization auctions : a new event study methodology
Graça, Tarcisio Barroso da - 2002
Persistent link: https://www.econbiz.de/10003775947
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Credit default swap auctions and price discovery
Helwege, Jean; Maurer, Samuel; Sarkar, Asani; Wang, Yuan - In: The journal of fixed income 19 (2009/10) 2, pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
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Yes, Wall Street, there is a January effect! : evidence from laboratory auctions
Anderson, Lisa R.; Gerlach, Jeffrey R.; DiTraglia, … - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10003496654
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Anticipated and repeated shocks in liquid markets
Lou, Dong; Yan, Hongjun; Zhang, Jinfan - 2011
Persistent link: https://www.econbiz.de/10009259876
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The effect of a closing call auction on market quality and trading strategies
Kandel, Eugene; Rindi, Barbara; Bosetti, Luisella - In: Journal of financial intermediation 21 (2012) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10009427189
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Preemptive bidding in takeover auctions with affiliated values
Khoroshilov, Yuri - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 395-401
Persistent link: https://www.econbiz.de/10009700546
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Closing call auctions at the index futures market
Hagströmer, Björn; Nordén, Lars - In: The journal of futures markets 34 (2014) 4, pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
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Price effects of sovereign debt auctions in the euro-zone : the role of the crisis
Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2013
Persistent link: https://www.econbiz.de/10010195378
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Low-latency trading and price discovery : evidence from the Tokyo Stock Exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2016
We study whether the presence of low-latency traders (including high-frequency traders (HFTs)) in the pre-opening period contributes to market quality, defined by price discovery and liquidity provision, in the opening auction. We use a unique dataset from the Tokyo Stock Exchange (TSE) based on...
Persistent link: https://www.econbiz.de/10011535566