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72
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57
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55
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54
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50
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47
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47
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46
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44
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41
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40
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38
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36
Basu, Susanto
35
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35
Reis, Ricardo
35
Caballero, Ricardo J.
34
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34
Stock, James H.
34
Cutler, David M.
33
Artus, Patrick
31
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31
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30
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30
Hubbard, R. Glenn
30
Kehoe, Patrick J.
30
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29
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29
Laibson, David I.
29
Lo, Andrew W.
29
Schorfheide, Frank
29
Timmermann, Allan
29
Engle, Robert F.
28
Guner, Nezih
28
Snower, Dennis J.
28
Stein, Jeremy C.
28
Watson, Mark W.
28
Akcigit, Ufuk
27
Cobb-Clark, Deborah A.
27
Krueger, Dirk
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1
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Saved in:
2
The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets
Kim, Suk-Joong
- In:
Pacific-Basin finance journal
11
(
2003
)
5
,
pp. 611-630
Persistent link: https://www.econbiz.de/10001806908
Saved in:
3
Forecasting daily market direction : a data mining case using the Nasdaq
Malliaris, Mary E.
;
Malliaris, Steven G.
- In:
The global economy : financial, monetary, trade and …
,
(pp. 59-68)
.
2003
Persistent link: https://www.econbiz.de/10002004759
Saved in:
4
What order flow reveals about the role of the underwriter in IPO aftermarks
Aitken, Michael J.
;
Harris, Frederick H. deB.
;
McInish, …
- In:
International journal of managerial finance : IJMF
5
(
2009
)
1
,
pp. 16-49
Persistent link: https://www.econbiz.de/10003935276
Saved in:
5
Clearing, settlement, and monetary policy
Lacker, Jeffrey Malcolm
-
1997
Persistent link: https://www.econbiz.de/10000957821
Saved in:
6
Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread
Desai, Anand S.
;
Nimalendran, Mahendrarajah
; …
-
1996
Persistent link: https://www.econbiz.de/10000982777
Saved in:
7
The cost of institutional equity trades : an overview
Keim, Donald B.
;
Madhavan, Ananth Narayan
-
1998
Persistent link: https://www.econbiz.de/10000983037
Saved in:
8
Estimating the adverse selection cost in markets with multiple informed traders
Chakravarty, Sugato
;
Sarkar, Asani
;
Wu, Lifan
-
1997
Persistent link: https://www.econbiz.de/10000988954
Saved in:
9
Are transactions and market orders more important than limit orders in the quote updating process?
Kaniel, Ron
;
Liu, Hong
-
1998
Persistent link: https://www.econbiz.de/10000992752
Saved in:
10
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
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