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Splitting orders in overlapping markets : a study of cross-listed stocks
Menkveld, Albert J. - In: Journal of financial intermediation 17 (2008) 2, pp. 145-174
Persistent link: https://www.econbiz.de/10003756030
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Inter-market price and volatility impacts generated by large trades : the case of European cross-quoted securities
Ellul, Andrew - 1999
Persistent link: https://www.econbiz.de/10001379463
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Trading Activity and Price Impact in Parallel Markets : SETS vs. Off-Book Market at the London Stock Exchange
Carollo, Angelo - 2011
We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market members and of other market participants which are non-members. We find that (i) the volume...
Persistent link: https://www.econbiz.de/10013129180
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Trade size clustering and the cost of trading at the London stock exchange
Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 27 (2013), pp. 91-102
Persistent link: https://www.econbiz.de/10009736935
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The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
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Do stock market anomalies disappear?: The example of small size and market-to-book premia at the London stock exchange
Becchetti, Leonardo; Cavallo, Laura - In: Financial modelling : with 74 tables : [a selection of …, (pp. 13-29). 2000
Persistent link: https://www.econbiz.de/10001484936
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Liquidity, Volume and Dividend Yields in Stock Return Data : Evidence from London Stock Exchange
Vasilakis, Chrysovalantis - 2011
This paper investigates monthly liquidity in FTSE 100 equity index in London Stock Exchange over the period 1986 to 2005. The relationship between excess returns, order flow, dividend yields and earning-price ratio was examined using GARCH (1,1). The variables found insignificant, but the...
Persistent link: https://www.econbiz.de/10013128842
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Indexveränderungen und ihre Auswirkungen auf Kapitalmärkte und Unternehmen
Bettscheider, Patrick R. - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001801128
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10001780162