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The impact of order size on stock liquidity: a representative study
Stange, Sebastian; Kaserer, Christoph - 2008
Liquidity, the ease of trading an asset, strongly varies between different sizes of stock positions. We analyze this aspect using the Xetra Liquidity Measure (XLM), which calculates daily, weighted spread for impatient traders transacting against the limit order book. For this measure, we have...
Persistent link: https://www.econbiz.de/10010305721
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
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What affects the market's ability to adjust for optimistic forecast bias? : evidence from experimental asset markets
Ackert, Lucy F.; Church, Bryan K.; Zhang, Ping - In: Journal of economic behavior & organization : JEBO 66 (2008) 2, pp. 358-372
Persistent link: https://www.econbiz.de/10003717428
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Are candlestick technical trading strategies profitable in the Japanese equity market?
Marshall, Ben R.; Young, Martin R.; Cahan, Rochester H. - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 191-207
Persistent link: https://www.econbiz.de/10003727922
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Forensic finance
Ritter, Jay - In: The journal of economic perspectives : EP ; a journal … 22 (2008) 3, pp. 127-147
Persistent link: https://www.econbiz.de/10003755467
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Investments
Cuthbertson, Keith; Nitzsche, Dirk - 2008 - 2nd. ed.
Persistent link: https://www.econbiz.de/10003651044
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Permanent, transitory, and non-fundamental components of returns, volatility, and volume
Sun, Megan Y. - In: Journal of business & economics research 6 (2008) 6, pp. 73-92
Persistent link: https://www.econbiz.de/10003764725
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Bond markets, analysis, and strategies
Fabozzi, Frank J. - 2010 - 7. ed., Pearson international ed.
Persistent link: https://www.econbiz.de/10003768362
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Fear of rejection? : tiered certification and transparency
Farhi, Emmanuel (contributor); Lerner, Joshua (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783751
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The impact of order size on stock liquidity : a representative study
Stange, Sebastian (contributor);  … - 2008
Liquidity, the ease of trading an asset, strongly varies between different sizes of stock positions. We analyze this aspect using the Xetra Liquidity Measure (XLM), which calculates daily, weighted spread for impatient traders transacting against the limit order book. For this measure, we have...
Persistent link: https://www.econbiz.de/10003783766