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Volume versus GARCH effects reconsidered : an application to the Spanish Government Bond Futures Market
García Montalvo, José - In: Applied financial economics 9 (1999) 5, pp. 469-475
Persistent link: https://www.econbiz.de/10001454996
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Stealth trading : the next generation
Chakravarty, Sugato - 2000
Persistent link: https://www.econbiz.de/10001463920
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Timing of orders, orders aggressiveness and the order book at the Paris Bourse
Bisière, Christophe; Kamionka, Thierry - In: Annales d'économie et de statistique (2000), pp. 43-72
Persistent link: https://www.econbiz.de/10001543391
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The determinants of average trade size
Brennan, Michael J. - In: The journal of business : B 71 (1998) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001233463
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Differences in the distribution of the daily yield of securities
Galai, Dan - In: Economic review (1996), pp. 71-87
Der Aktienertrag wird nach Wochentagen analysiert. Der Sonntag wird als Basis für die übrigen Wochentage gewichtet. Zwar sind die Erträge am Sonntag am höchsten, aber im Monats- bzw. Jahresdurchschnitt gleichen sich die Differenzen aus. (DÜI-Seu)
Persistent link: https://www.econbiz.de/10001251075
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Odd-eighth avoidance as a defense against SOES bandits
Kandel, Eugene - In: Journal of financial economics 51 (1999) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10001252426
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Are transactions and market orders more important than limit orders in the quote updating process?
Kaniel, Ron; Liu, Hong - 1998
Persistent link: https://www.econbiz.de/10000992752
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Liquidität und Konkurrenz
Braun, Thomas - 1998
Persistent link: https://www.econbiz.de/10000993271
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Quote disclosure and price discovery in multiple-dealer financial markets
Flood, Mark D.; Huisman, Ronald; Koedijk, Kees G.; … - In: The review of financial studies 12 (1999) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001353252