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Asset pricing in an inefficient market

Webb, Robert I. - In: Economic modelling 7 (1990) 4, pp. 395-399

Persistent link: https://www.econbiz.de/10001095113

High-frequency trading : implications for markets, regulators, and efficiency

Muthuswamy, Jayaram; Palmer, John; Richie, Nivine; … - In: The journal of trading 6 (2011) 1, pp. 87-97

Persistent link: https://www.econbiz.de/10008900892

Continuously traded options on discretely traded commodity futures contracts

Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666

Persistent link: https://www.econbiz.de/10001228028

Special issue on trading

Webb, Robert I. (contributor) - 2001

Persistent link: https://www.econbiz.de/10001582284

Connectivity costs and price efficiency : an event study

Frino, Alex; Kovacevic, Ognjen; Mollica, Vito; Webb, … - In: The journal of futures markets 42 (2022) 2, pp. 296-309

Persistent link: https://www.econbiz.de/10012817888

Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach

Song, Wonho; Ryu, Doojin; Webb, Robert I. - In: Quantitative finance 18 (2018) 9, pp. 1559-1571

Persistent link: https://www.econbiz.de/10011913204

Who pays the liquidity cost? : central bank announcements and adverse selection

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 7, pp. 904-924

Persistent link: https://www.econbiz.de/10014293266

Special issue from the 1st symposium on the financial econometrics of derivative securities and markets

Webb, Robert I. (contributor) - Symposium on the Financial Econometrics of Derivative … - In: The journal of futures markets 33 (2013) 11, pp. 994-1070

Persistent link: https://www.econbiz.de/10010255107

Coping with low pay : cognitive dissonance and persistent disparate earnings profiles

Watson, Duncan; Webb, Robert; Birdi, Alvin - In: Theory and decision : an international journal for … 57 (2004) 4, pp. 367-378

Persistent link: https://www.econbiz.de/10003075148

The Geographic Origin of Order Flow and Price Discovery

Frino, Alex - 2012

This study exploits a unique dataset to determine the relative contribution to price discovery of order flow originating from geographically dispersed ASX servers. It is found that transactions of traders on the Sydney, Chicago and London servers have a significant impact on price volatility....

Persistent link: https://www.econbiz.de/10013115125