Similar Search Results

Time-varying price discovery in fragmented markets

Taylor, Nicholas - In: Applied financial economics 21 (2011) 10/12, pp. 717-734

Persistent link: https://www.econbiz.de/10009231599

A note on the importance of overnight information in risk management models

Taylor, Nicholas - In: Journal of banking & finance 31 (2007) 1, pp. 161-180

Persistent link: https://www.econbiz.de/10003403190

Return predictability in emerging equity markets

Garrett, Ian; Spyrou, Spyros - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10001353477

To what extent did stock index futures contribute to the October 1987 stock market crash?

Antoniou, Antonios - In: The economic journal : the journal of the Royal … 103 (1993) 421, pp. 1444-1461

Persistent link: https://www.econbiz.de/10001153264

Econometric models of company dividends can be used to identify underpriced shares

Bulkley, George - In: The Manchester School of Economic and Social Studies 63 (1995), pp. 103-111

Persistent link: https://www.econbiz.de/10001181525

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557