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Inefficience et dynamique des marchés financiers
Jawadi, Fredj; Sahut, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003822577
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Sudden spikes in global risk
Bacchetta, Philippe; Van Wincoop, Eric - In: Journal of international economics 89 (2013) 2, pp. 511-521
Persistent link: https://www.econbiz.de/10009719568
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Japanʹs securities market
Terasawa, Yoshio - 1980
Persistent link: https://www.econbiz.de/10002915021
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Quote Dynamics of Cross-Listed Stocks
Frijns, Bart - 2020
We develop a model to assess the quote dynamics of stocks listed in multiple markets. This model allows us to explain the price formation mechanism and the degree of information spillover. We show that this model can be transformed to assess the dynamics of the spreads, the efficient price, and...
Persistent link: https://www.econbiz.de/10012855858
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Multiple market asset trading during information arrival : US depository receipts and equity share market response to firm disclosures
Senteney, Michael H.; Senteney, David L. - In: International journal of accounting and finance 10 (2020) 2/3, pp. 143-174
Persistent link: https://www.econbiz.de/10012513916
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Securities markets
Michie, Ranald C. - In: The Oxford handbook of banking and financial history. 2016
Persistent link: https://www.econbiz.de/10013476267
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Securities markets
Garbade, Kenneth D. - 1982
Persistent link: https://www.econbiz.de/10013468794
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The switch from continuous to call auction trading in response to a large intraday price movement
Reboredo, Juan Carlos - In: Applied economics 44 (2012) 7/9, pp. 945-967
Persistent link: https://www.econbiz.de/10009569384
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Relative performance of trading halts and price limits : evidence from the Spanish Stock Exchange
Kim, Yong H.; Yagüe Guirao, José; Yang, J. Jimmy - In: International review of economics & finance : IREF 17 (2008) 2, pp. 197-215
Persistent link: https://www.econbiz.de/10003749715
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Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto (contributor); Veredas, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402411