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Big fish in small ponds : the trading behaviour and price impact of foreign investors in Asian emerging equity markets

Richards, Anthony J. - 2004

Persistent link: https://www.econbiz.de/10002110043

Big fish in small ponds : the trading behaviour and price impact of foreign investors in Asian emerging equity markets

Richards, Anthony (contributor) - 2004

Persistent link: https://www.econbiz.de/10002110243

Limit order book as a market for liquidity

Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - In: The review of financial studies 18 (2005) 4, pp. 1171-1217

Persistent link: https://www.econbiz.de/10003352776

What drives stock prices? : Identifying the determinants of stock price movements

Balke, Nathan S.; Wohar, Mark E. - In: Southern economic journal 73 (2006) 1, pp. 55-78

Persistent link: https://www.econbiz.de/10003353857

Zur Effizienz der Preisbildung im Bezugsrechtshandel am deutschen Kapitalmarkt : eine empirische Analyse

Hillmann, Robert - 2006

Persistent link: https://www.econbiz.de/10003354697

An empirical model of daily highs and lows

Cheung, Yin-Wong (contributor) - 2006

We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time. Our empirical results show that daily highs and lows of three main US stock price indexes are cointegrated. Data on openings, closings, and...