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Price discovery in Brazilian FX markets
Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - 2014
Brazilian Foreign Exchange (FX) markets have a unique structure: most trades are conducted in the derivatives (futures) market. We study price discovery in the FX markets in Brazil and indicate which market (spot or futures) adjusts more quickly to the arrival of new information. We find that...
Persistent link: https://www.econbiz.de/10010402141
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How does the change in investor sentiment over time affect stock returns?
Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158
Persistent link: https://www.econbiz.de/10010402965
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Mispricing of book-tax differences and the trading behavior of short sellers and insiders
Chi, Sabrina S.; Pincus, Morton; Teoh, Siew Hong - In: The accounting review : a publication of the American … 89 (2014) 2, pp. 511-543
Persistent link: https://www.econbiz.de/10010407244
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Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks
Silveira, Rodrigo Lanna Franco da; Maciel, Leandro; … - In: Revista brasileira de economia de empresas : … 14 (2014) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10011450787
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Connectivity costs and price efficiency : an event study
Frino, Alex; Kovacevic, Ognjen; Mollica, Vito; Webb, … - In: The journal of futures markets 42 (2022) 2, pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
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On the informational efficiency of Saudi exchange-traded funds listed at home and away from home
Al-Nassar, Nassar S. - In: Cogent economics & finance 9 (2021) 1, pp. 1-23
limits to arbitrage, thereby impeding efficiency in the market. …
Persistent link: https://www.econbiz.de/10013183860
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Contemporaneous ADR pricing : intraday dynamics during overlapping trading hours
Figueiredo, Antonio; Parhizgari, Ali M. - In: The European journal of finance 24 (2018) 1/3, pp. 183-207
Persistent link: https://www.econbiz.de/10012244292
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Price dynamics and liquidity of exchange-traded funds
Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 14 (2016) 2, pp. 86-102
Persistent link: https://www.econbiz.de/10011691019
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Intraday rallies and crashes : spillovers of trading halts
Cui, Bei; Gozluklu, Arie E. - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 472-501
Persistent link: https://www.econbiz.de/10011698824
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The accrual anomaly and the announcement effect of short arbitrage
Sullivan, Michael J.; Zhang, Andrew Jianzhong - In: The quarterly journal of finance 7 (2017) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011646578