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Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
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One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
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Does the open limit order book reveal information about short-run stock price movements?
Hellström, Jörgen (contributor); Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358982
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The impact of news releases on trade durations in stocks : empirical evidence from Sweden
Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358991
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Stock data, trade durations, and limit order book information
Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358994
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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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A permanent and transitory component model of stock return volatility
Engle, Robert F.; Lee, Gary G. J. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000877975
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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The economic significance of predictable stock returns and stock volatility : evidence from the Swedish stock market
Frennberg, Per - 1994
Persistent link: https://www.econbiz.de/10000881668
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147