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Bootstrap refinements in tests of microstructure frictions
George, Thomas J.; Hwang, Chuan-yang; Ronen, Tavy - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10008797145
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The 52-week high and momentum investing
George, Thomas J.; Hwang, Chuan-yang - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2145-2176
Persistent link: https://www.econbiz.de/10002251443
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Endogenous market statistics and security pricing : an empirical investigation
George, Thomas J.; Hwang, Chuan-yang - In: Journal of financial markets 1 (1998) 3/4, pp. 285-319
Persistent link: https://www.econbiz.de/10001426545
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Information flow and pricing errors : a unified approach to estimation and testing
George, Thomas J.; Hwang, Chuan-yang - In: The review of financial studies 14 (2001) 4, pp. 979-1020
Persistent link: https://www.econbiz.de/10001619461
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52-week high and momentum investing
Hwang, Chuan-yang; George, Thomas J. - 2003
Persistent link: https://www.econbiz.de/10001809367
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Trading volume and transaction costs in specialist markets
George, Thomas J. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1489-1505
Persistent link: https://www.econbiz.de/10001171943
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Transitory price changes and price-limit rules : evidence from the Tokyo Stock Exchange
George, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 313-327
Persistent link: https://www.econbiz.de/10001217169
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Trading hours, information flow, and international cross-listing
Forster, Margaret M. - In: International review of financial analysis 4 (1995) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10001201562
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Anonymity in securities markets
Forster, Margaret M. - In: Journal of financial intermediation 2 (1992) 2, pp. 168-206
Persistent link: https://www.econbiz.de/10001134900
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Estimation of the bid-ask spread and its components : a new approach
George, Thomas J. - In: The review of financial studies 4 (1991) 4, pp. 623-656
Persistent link: https://www.econbiz.de/10001120546