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Dealer activity and macro fundamentals : new evidence from hybrid exchange rate models
Krohn, Ingomar; Moore, Michael J. - In: Journal of international money and finance 95 (2019), pp. 363-378
Persistent link: https://www.econbiz.de/10012139587
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09/11 on the USD/EUR foreign exchange market
Mende, Alexander - In: Applied financial economics 16 (2006) 3, pp. 213-222
Persistent link: https://www.econbiz.de/10003291879
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[Rezension von: Lyons, Richard K., The microstructure approach to exchange rates]
Mende, Alexander - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 138 (2002) 4, pp. 752-754
Persistent link: https://www.econbiz.de/10001728973
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Fails-to-deliver, short selling, and market quality
Fotak, Veljko; Raman, Vikas; Yadav, Pradeep - In: Journal of financial economics 114 (2014) 3, pp. 493-516
Persistent link: https://www.econbiz.de/10010532692
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Short selling and price discovery in corporate bonds
Hendershott, Terrence; Kozhan, Roman; Raman, Vikas - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 77-115
Persistent link: https://www.econbiz.de/10012195436
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The informativeness of derivatives use : evidence from corporate disclosure through public announcements
Fernando, Chitru S.; Hoelscher, Seth A.; Raman, Vikas - In: Journal of banking & finance 114 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012489013
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Fails-to-deliver, short selling, and market quality
Fotak, Veljko; Raman, Vikas; Yadav, Pradeep K. - In: Journal of Financial Economics 114 (2014) 3, pp. 493-516
We investigate the aggregate market quality impact of equity shares that fail to deliver (hereafter “FTDs”). For a sample of 1,492 NYSE stocks over a 42-month period from 2005 to 2008, greater FTDs lead to higher liquidity and pricing efficiency, and their impact is similar to our estimate...
Persistent link: https://www.econbiz.de/10011076296
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Directed and weighted majority games
Krohn, Ingomar - In: Zeitschrift für Operations-Research : ZOR ; … 42 (1995) 2, pp. 189-216
Persistent link: https://www.econbiz.de/10001187342
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FX spot and swap market liquidity spillovers
Krohn, Ingomar; Sushko, Vladyslav - In: Journal of international money and finance 120 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
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Foreign exchange fixings and returns around the clock
Krohn, Ingomar; Mueller, Philippe; Whelan, Paul - In: The journal of finance : the journal of the American … 79 (2024) 1, pp. 541-578
Persistent link: https://www.econbiz.de/10014486428