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Volume- and size-related lead-lag effects in stock returns and volatility : an empirical investigation of the Warsaw Stock Exchange
Ge̜bka, Bartosz - In: International review of financial analysis 17 (2008) 1, pp. 134-155
Persistent link: https://www.econbiz.de/10003765306
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Differences in opinions and the volatility-volume relationship on the Tokyo Grain Exchange
Eaves, James; Valero, Magali - In: Agricultural finance review 69 (2009) 2, pp. 180-195
Persistent link: https://www.econbiz.de/10003893912
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Opening and closing behavior following the introduction of call auctions in Singapore
Comerton-Forde, Carole; Lau, Sie-ting; McInish, Thomas H. - In: Pacific-Basin finance journal 15 (2007) 1, pp. 18-35
Persistent link: https://www.econbiz.de/10003408004
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The impact of virtual bidding on price volatility in New York's wholesale electricity market
Hadsell, Lester - In: Economics letters 95 (2007) 1, pp. 66-72
Persistent link: https://www.econbiz.de/10003448150
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A simple estimate of noise its determinant in a call auction market
Hu, Shing-yang - In: International review of financial analysis 15 (2006) 4/5, pp. 348-362
Persistent link: https://www.econbiz.de/10003377244
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Exchange rate management under the wholesale DAS in Nigeria : policy implications
Adamgbe, E. T. - In: West African journal of monetary and economic … 6 (2006) 1, pp. 60-85
Persistent link: https://www.econbiz.de/10003491970
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The effect of auctions on daily treasury-bill volatility
Hughes, Michael Pycraft; Smith, Stanley D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10003683335
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Treasury auctions and secondary market dynamics : an analysis based on the MTS market for Italy
Cafiso, Gianluca - 2015
Auctions of government bonds are the main allotment method used by the Treasury of advanced economies. Previous research has found that auctions have an influence on the market yield days before they take place, and underpricing is usually spotted when their outcome is compared with...
Persistent link: https://www.econbiz.de/10010519950
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Price volatility in the secondary market and bidders' heterogeneous behavior in Spanish Treasury auctions
Alvarez González, Francisco; Mazón, Cristina - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1435-1466
Persistent link: https://www.econbiz.de/10011481719
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The pre-open call auction trading mechanism and its efficiency : a study on BSE sensex stocks
Mallikarjunappa, T.; Harush, S. N. - In: The IUP journal of applied finance : IJAF 22 (2016) 1, pp. 50-61
Persistent link: https://www.econbiz.de/10011536909