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The price of microstructure risk on emerging stock markets : towards an integration of African financial markets

Hikouatcha, Prince; Bidias, Hans Patrick Menik; Kamdem, … - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 244-274

Persistent link: https://www.econbiz.de/10013255833

Is there any information content of traded stocks in an emerging market? : evidence from Vietnam

Bao Doan; Duc Hong Vo - In: International economics : a journal published by CEPII … 167 (2021), pp. 78-87

Persistent link: https://www.econbiz.de/10013269316

Order Flow and Exchange Rate Dynamics : An Application to Emerging Markets

Marsh, Ian W. - 2010

The examines short-run exchange rate dynamics in an emerging market based on the recent microstructure framework of foreign exchange markets where the main explanatory variable is the order flow. The study makes two main contributions to the literature. First, it modifies the model to take...

Persistent link: https://www.econbiz.de/10013147111

Anatomy of intraday volatility at the Chilean stock exchange

Inci, Ahmet Can; Ramirez, Andrés; Saraoglu, Hakan - In: Journal of economics and finance : JEF 46 (2022) 1, pp. 68-98

Persistent link: https://www.econbiz.de/10012795663

Political turmoil and the impact of foreign orders on equity prices

Tiniç, Murat; Savaser, Tanseli - In: Journal of international financial markets, … 65 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012495735

Comparison of range-based volatility estimators against integrated volatility in European emerging markets

Arnerić, Josip; Matković, Mario; Sorić, Petar - In: Finance research letters 28 (2019), pp. 118-124

Persistent link: https://www.econbiz.de/10012388033

Ex-dividend day price behavior and liquidity in a tax-free emerging market

Dupuis, Daniel - In: Emerging markets review 38 (2019), pp. 239-250

Persistent link: https://www.econbiz.de/10012312750

Does PIN measure information? : informed trading effects on returns and liquidity in six emerging markets

Agudelo, Diego A.; Giraldo, Santiago; Villarraga, Edwin - In: International review of economics & finance : IREF 39 (2015), pp. 149-161

Persistent link: https://www.econbiz.de/10011572419

Microstructures, financial reforms and informational efficiency in an emerging market

Arjoon, Vaalmikki - In: Research in international business and finance 36 (2016), pp. 112-126

Persistent link: https://www.econbiz.de/10011594282

Intraday price discovery analysis in the foreign exchange market of an emerging economy : Mexico

Martinez, Valeria; Tse, Yiuman - In: Research in international business and finance 45 (2018), pp. 271-284

Persistent link: https://www.econbiz.de/10011983258

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