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Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Essays on financial time series analysis, (pp. 119-167). 2019
The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the...
Persistent link: https://www.econbiz.de/10012321328
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Dividend discount models
Peterson Drake, Pamela; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765575
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Dividend taxation and DAX futures prices
Fink, Christopher - In: Essays in empirical finance, (pp. 7-24). 2014
Persistent link: https://www.econbiz.de/10010510311
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Modeling the dividend-price ratio : the role of economic fundamentals using a regime-switching approach
Nielsen, Steen - In: Essays in financial markets, (pp. 104-143). 2000
Persistent link: https://www.econbiz.de/10001591919
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Modeling the dividend-price ratio : the role of fundmentals using a regime-switching approach
Nielsen, Steen; Overgaard Olesen, Jan - In: Empirical studies of price behaviour in the Danish …, (pp. 156-195). 2001
Persistent link: https://www.econbiz.de/10001621233
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The information content of rights issues and stock dividends : theoretical propositions and empirical evidence from a thin security market
Ikäheimo, Seppo - In: Communication in the share markets, (pp. 37-81). 1996
Persistent link: https://www.econbiz.de/10001323842
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Paiement du dividende en actions et théorie du signal
Marie-Jeanne, Caroline - In: Economies et sociétés / SG : cahiers de l'ISMEA (1999), pp. 273-298
Persistent link: https://www.econbiz.de/10001419012
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Capital market efficiency : an empirical analysis of the dividend announcement effect for the Austrian stock market
Mestel, Roland; Gurgul, Henryk; Schleicher, Christoph - In: Operations research proceedings 2002 : selected papers …, (pp. 315-320). 2003
Persistent link: https://www.econbiz.de/10001752026
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Stock repurchase policy with transaction costs under jump risks
Goko, Hiromichi; Ohnishi, Masamitsu; Tsujimura, Motoh - In: Recent advances in stochastic operations research : …, (pp. 161-174). 2007
Persistent link: https://www.econbiz.de/10003851637
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Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz - In: Advanced mathematical methods for finance, (pp. 509-536). 2011
Persistent link: https://www.econbiz.de/10008991273