Narrow search
Showing 1 - 10 of 13,775
Cover Image
Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
Snell, Andy; Tonks, Ian - 1996
Persistent link: https://www.econbiz.de/10000621793
Cover Image
How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
Cover Image
Incomplete and asymmetric information in asset pricing theory
Back, Kerry E. - In: Stochastic methods in finance : lectures given at the …, (pp. 1-25). 2004
Persistent link: https://www.econbiz.de/10002526402
Cover Image
Filtration enlargement-based time series forecast in view of insider trading
Bennett, Luke M.; Hu, Wei - In: Journal of economic surveys 37 (2023) 1, pp. 112-140
Persistent link: https://www.econbiz.de/10014287808
Cover Image
Identifying information asymmetry in securities markets
Back, Kerry E.; Crotty, Kevin; Li, Tao - In: The review of financial studies 31 (2018) 6, pp. 2277-2325
Persistent link: https://www.econbiz.de/10011926624
Cover Image
Identifying Information Asymmetry in Securities Markets
Back, Kerry - 2018
are consistent with theory. We illustrate how the estimates can be used to detect information events in the time series …
Persistent link: https://www.econbiz.de/10012937478
Cover Image
Foreign speculators and emerging equity markets
Bekaert, Geert; Harvey, Campbell R. - 1997
Persistent link: https://www.econbiz.de/10000983929
Cover Image
Dating the integration of world equity markets
Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - 1998
Persistent link: https://www.econbiz.de/10000675607
Cover Image
Persistence and procyclicality in margin requirements
Glasserman, Paul; Wu, Qi - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
Cover Image
Foreign speculators and emerging equity markets
Bekaert, Geert; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 565-613
Persistent link: https://www.econbiz.de/10001497269