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Information, trade, and liquidity in financial markets

Watanabe, Masahiro - 2003

Persistent link: https://www.econbiz.de/10003379202

Cash-futures basis and the impact of market maturity, informed trading, and expiration effects

Chang, Charles; Lin, Emily - In: International review of economics & finance : IREF 35 (2015), pp. 197-213

Persistent link: https://www.econbiz.de/10011333697

Abnormal profit opportunities and the informational advantage of high frequency trading

Jarrow, Robert A.; Li, Hao - In: The quarterly journal of finance 3 (2013) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10010245481

Overconfidence, arbitrage, and equilibrium asset pricing

Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 921-965

Persistent link: https://www.econbiz.de/10001593013

Rational destabilization in a frictionless market

Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 192 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012805372

A case study in regulatory arbitrage and information asymmetry : high frequency trading and the post only intermarket sweep oder

Bodek, Haim - In: Global algorithmic capital markets : high frequency …, (pp. 28-60). 2019

Persistent link: https://www.econbiz.de/10011975325

Have existing theories explained the accrual anomaly? : an evaluation based on the decomposition method

Hu, Zhi-an; Huang, Zhuo; Lin, Dawei; Qiu, Zhimin - In: Accounting and finance 62 (2022) 3, pp. 3645-3675

Persistent link: https://www.econbiz.de/10013468227

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

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

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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