Similar Search Results

Price discovery and trading after hours : new evidence from the world's largest carbon exchange

Ibikunle, Gbenga; Gregoriou, Andros; Pandit, Naresh R. - In: International journal of the economics of business 20 (2013) 3, pp. 421-445

Persistent link: https://www.econbiz.de/10010230272

The new finance : overreaction, complexity, and uniqueness

Haugen, Robert A. - 2004 - 3. ed.

Persistent link: https://www.econbiz.de/10001786555

Carry momentum

Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10013167451

The informational efficiency of the equity market as compared to the syndicated bank loan market

Allen, Linda; Gottesman, Aron A. - In: Journal of financial services research : JFSR 29 (2006) 4, pp. 5-42

Persistent link: https://www.econbiz.de/10003364276

Information dissemination across global markets during the spread of COVID-19 pandemic

Tripathi, Abhinava; Pandey, Ashish - In: International review of economics & finance : IREF 74 (2021), pp. 103-115

Persistent link: https://www.econbiz.de/10012792941

Tell-tale tails : a data driven approach to estimate unique market information shares

Grammig, Joachim; Peter, Franziska J. - 2010

The trading of securities on multiple markets raises the question of each market's share in the discovery of the informationally efficient price. We exploit salient distributional features of multivariate financial price processes to uniquely determine these contributions. Thereby we resolve the...