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Individuals' return predictability in market and limit trades

Lee, Hyo-jeong; Cho̕e, Hyuk - In: Asia-Pacific journal of financial studies 43 (2014) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10010348458

Do domestic investors have an edge? : the trading experience of foreign investors in Korea

Cho̕e, Hyuk; Kho, Bong-Chan; Stulz, René M. - 2004

Persistent link: https://www.econbiz.de/10002083496

Do domestic investors have an edge? : The trading experience of foreign investors in Korea

Cho̕e, Hyuk (contributor); Kho, Bong-Chan (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002101592

Do domestic investors have an edge? : The trading experience of foreign investors in Korea

Cho̕e, Hyuk; Kho, Bong-Chan; Stulz, René M. - In: The review of financial studies 18 (2005) 3, pp. 795-830

Persistent link: https://www.econbiz.de/10003133484

Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009231516

Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong

Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: Journal of financial markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10003177625

Which liquidity proxy measures liquidity best in emerging markets?

Ahn, Hee-joon; Chai, Joseph C. H.; Yang, Cheol-Won - In: Economies : open access journal 6 (2018) 4/67, pp. 1-29

This study empirically investigates the low-frequency liquidity proxies that best measure liquidity in emerging markets. We carry out a comprehensive analysis using tick data that cover 1183 stocks from 21 emerging markets, while also comparing various low-frequency liquidity proxies with...

Persistent link: https://www.econbiz.de/10011956319

Information asymmetry and investor trading behavior around bond rating change announcements

Yang, Heejin; Ahn, Hee-joon; Kim, Maria H.; Ryu, Doojin - In: Emerging markets review 32 (2017), pp. 38-51

Persistent link: https://www.econbiz.de/10011803209

Order placement strategies in a pure limit order book market

Cao, Charles Q.; Hansch, Oliver; Wang, Xiaoxin - In: The journal of financial research 31 (2008) 2, pp. 113-140

Persistent link: https://www.econbiz.de/10003757325

Liquidity Characteristics of Market Anomalies and Institutional Trading

Cao, Charles; Liang, Bing; Yao, Tong; Zhang, Andrew … - 2021

This study examines the liquidity characteristics of market anomalies and how liquidity affects institutional trading on those anomalies. We find that long-short portfolios based on market anomalies have pervasive liquidity exposures. For long-horizon anomalies, the long legs of the portfolios...

Persistent link: https://www.econbiz.de/10013252421