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Essays on the efficiency of financial markets

Schlusche, Bernd - 2010

Persistent link: https://www.econbiz.de/10008990314

Efficient market hypothesis and fundamental analysis : an empirical test in the European securities market

Campanella, Francesco; Mustilli, Mario; D'Angelo, Eugenio - In: Review of economics & finance 6 (2016) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10011448634

Kursaussetzungen am deutschen Aktienmarkt

Ecke, Matthias - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002896427

What drives stock market underreaction to liquidity shocks? : evidence from Korea

Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80

Persistent link: https://www.econbiz.de/10013161902

Tick size tolls : can a trading slowdown improve price discovery?

Lee, Charles M. C.; Watts, Edward M. - 2018

This study examines how an increase in tick size affects algorithmic trading (AT), fundamental information acquisition (FIA), and the price discovery process around earnings announcements (EAs). Leveraging the SECs randomized Tick Size Pilot experiment, we show a tick size increase results in a...

Persistent link: https://www.econbiz.de/10012001245