Similar Search Results

McInish, Thomas H.; Frino, Alex; Lau Sie Ting - 1995

Persistent link: https://www.econbiz.de/10000602533

The CAN-SPAM Act of 2003 and stock spam emails

Hu, Bill; McInish, Thomas H.; Zeng, Li - In: Financial services review : the journal of individual … 18 (2009) 1, pp. 87-104

Persistent link: https://www.econbiz.de/10003860707

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

The liquidity of automated exchanges : new evidence from German Bund futures

Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 225-241

Persistent link: https://www.econbiz.de/10001445739

Does high-frequency trading increase systemic risk?

Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011722257

Volatility effects of institutional trading in foreign stocks

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of banking & finance 30 (2006) 8, pp. 2199-2214

Persistent link: https://www.econbiz.de/10003355717

A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: Applied economics 43 (2011) 10/12, pp. 1227-1239

Persistent link: https://www.econbiz.de/10009239433

The change in trading activity on volatility and adverse selection component : evidence from ADR splits

Jiang, Christine X.; Kim, Jang-Chul; Wood, Robert A. - In: Journal of multinational financial management 12 (2002) 4/5, pp. 323-345

Persistent link: https://www.econbiz.de/10001708142

Volatility in US and European equity markets : An assessment of market quality

Ozenbas, Deniz - In: International finance 5 (2002) 1, pp. 437-461

Persistent link: https://www.econbiz.de/10001736524

The Predictive Power of Limit Order Book for Future Volatility, Trade Price, and Speed of Trading

Jain, Pankaj K. - 2011

We investigate the information content of the limit order book (LOB) on the Tokyo Stock Exchange, the world's second largest order-driven exchange1. Microstructure parameters, such as the current cost-to-trade 1% of average daily volume and order book slope, consistently and significantly...

Persistent link: https://www.econbiz.de/10013128376