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Program trading and price movements around the October 1987 market break
Furbush, Dean - 1989
Persistent link: https://www.econbiz.de/10000813408
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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
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Temps aléatoire et dynamique du carnet d'ordres
Boyer, Cécile; LeFol, Gaëlle - 1998
Persistent link: https://www.econbiz.de/10000986276
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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742
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Causality between returns and trated volumes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996770
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The market reaction to security analyst recommendations
Ho, Michael John - 1995
Persistent link: https://www.econbiz.de/10000928717
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Analysis of order queues
Gouriéroux, Christian; LeFol, Gaëlle; Meyer, B. - 1996
Persistent link: https://www.econbiz.de/10000950820
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Efficient trading strategies in the presence of market frictions
Jouini, Elyès; Kallal, Hédi D. - 1993
Persistent link: https://www.econbiz.de/10000908838
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Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès - 1997
Persistent link: https://www.econbiz.de/10000956287
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Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000856380