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1
Price momentum and idiosyncratic volatility
Arena, Matteo P.
;
Haggard, K. Stephen
;
Yan, Xuemin Sterling
- In:
The financial review : the official publication of the …
43
(
2008
)
2
,
pp. 159-190
Persistent link: https://www.econbiz.de/10003755350
Saved in:
2
Stealth trading : which traders' trades move stock prices?
Chakravarty, Sugato
- In:
Stock market liquidity : implications for market …
,
(pp. 311-325)
.
2008
Persistent link: https://www.econbiz.de/10003650779
Saved in:
3
Price indicators in stock markets
Dugalić, Veroljub
- In:
Megatrend review : the international review of applied …
5
(
2008
)
1
,
pp. 17-41
Persistent link: https://www.econbiz.de/10003789379
Saved in:
4
Can exchange seat prices predict financial market volatility?
You, Taewoo
;
Holder, Mark E.
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1206-1221
Persistent link: https://www.econbiz.de/10003773149
Saved in:
5
Trading mechanisms and stock returns : an empir. investigation
Amihud, Yakov
- In:
The journal of finance : the journal of the American …
42
(
1987
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10001047858
Saved in:
6
America and the Swiss stock exchange : an intraday analysis
Loderer, Claudio
;
Mittermayer, Marc-André
- In:
Swiss journal of economics and statistics
142
(
2006
)
1
,
pp. 79-114
Persistent link: https://www.econbiz.de/10003283904
Saved in:
7
The changing state of the NYSE market : new common factors, players, and impulse responses
Chakravarty, Sugato
;
Harris, Frederick H. deB.
;
Wood, …
- In:
The journal of trading
4
(
2009
)
1
,
pp. 68-94
Persistent link: https://www.econbiz.de/10003810727
Saved in:
8
The neglected firm effect and an application in Instanbul Stock Exchange
Akkoc, Soner
;
Kayali, Mustafa Mesut
;
Ulukoy, Metin
- In:
Banks and bank systems : international research journal
4
(
2009
)
3
,
pp. 53-58
Persistent link: https://www.econbiz.de/10003990853
Saved in:
9
Order consolidation, price efficiency, and extreme liquidity shocks
Barclay, Michael J.
;
Hendershott, Terrence
;
Jones, …
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 93-122
Persistent link: https://www.econbiz.de/10003692393
Saved in:
10
Clustering in US stock prices after decimalisation
Ikenberry, David
;
Weston, James P.
- In:
European financial management : the journal of the …
14
(
2008
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10003694318
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