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The US stock market crash of 1987
2006
Persistent link: https://www.econbiz.de/10003522382
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Essays on asset pricing and the macroeconomy
Kliem, Martin - 2009
Persistent link: https://www.econbiz.de/10003924973
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What can we learn from 123 years of stock market fluctuations? : processes of mean aversion and reversion
He, Ling T. - In: The journal of investing 18 (2009) 4, pp. 57-71
Persistent link: https://www.econbiz.de/10003927341
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One-dimensional cutting stock optimization : the case of a low ratio between stock and order lengths
Gradišar, Miro - 2006
Persistent link: https://www.econbiz.de/10008657671
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The valuation premium of the common stocks of Islamic financial institutions
Omran, M. F. - In: Journal of business valuation and economic loss analysis 6 (2011) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008987899
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On the dark side of the market : identifying and analyzing hidden order placements
Hautsch, Nikolaus; Huang, Ruihong - 2012
Trading under limited pre-trade transparency becomes increasingly popular on financial markets. We provide first evidence on traders' use of (completely) hidden orders which might be placed even inside of the (displayed) bid-ask spread. Employing TotalView-ITCH data on order messages at NASDAQ,...
Persistent link: https://www.econbiz.de/10009504616
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How asymmetric is US stock market volatility?
Ederington, Louis H.; Guan, Wei - In: Journal of financial markets 13 (2010) 2, pp. 225-248
Persistent link: https://www.econbiz.de/10009262109
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The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi; Gambetti, Luca - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 233-257
Persistent link: https://www.econbiz.de/10010517071
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The growth payback, a reinterpretation of the PEG ratio
Dewally, Michael; Park, Jin Dong; Rhee, Moon-whoan; … - In: Journal of business and economic perspectives 41 (2014) 1, pp. 7-20
Persistent link: https://www.econbiz.de/10011339998