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Intraday systematic patterns, lead-lag relationships, and pricing efficieny : evidence from the Kuala Lumpur composite index futures

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Persistent link: https://www.econbiz.de/10002793296

Interest rate sensitivity and investor disagreement : how to explain bank stock turnover

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Investor reactions, trading volume and EPS surprise : the case of profit warnings

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Do calendar anomalies really exist? : an evidence from Borsa Istanbul

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Statutory induced switching into a new market

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Do stock market anomalies disappear?: The example of small size and market-to-book premia at the London stock exchange

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The causal relationship between returns and trading volume in cryptocurrency markets : recursive evolving approach

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This chapter examines the time-varying causal relationship between trading volume and returns in cryptocurrency markets. The chapter employs a novel Granger causality framework based on a recursive evolving window procedure. The procedures allow detecting changes in causal relationships among...

Persistent link: https://www.econbiz.de/10012149978

The influence of positive feedback trading on return autocorrelation: evidence for the German stock market

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Does revenue momentum drive or ride earnings or price momentum?

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Style investing, momentum, and co-movement

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