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Asymmetric correlations in equity returns : a fundamental-based explanation

Ding, Liang; Miyake, Hiroyoki; Zou, Hao - In: Applied financial economics 21 (2011) 4/6, pp. 389-399

Persistent link: https://www.econbiz.de/10009124543

Asymmetric correlations in equity returns: a fundamental-based explanation

Ding, Liang; Miyake, Hiroyoki; Zou, Hao - In: Applied financial economics 21 (2011) 6, pp. 389-400

Persistent link: https://www.econbiz.de/10008847374

Semi-transparency, dealership market, and foreign exchange market quality

Ding, Liang; Zou, Hao; Addona, Vittorio - In: Review of financial economics : RFE 21 (2012) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009703257

Semi-transparency, dealership market, and foreign exchange market quality

Ding, Liang; Zou, Hao; Addona, Vittorio - In: Review of financial economics : RFE 21 (2012) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10009830673

Semi-Transparency, Dealership Market and Foreign Exchange Market Quality

Ding, Liang - 2010

This paper examines the effects of a semi-transparency event, introduction of the electronic trading system (EBS), on the market quality of a typical dealership market - the FX market. We find that increasing transparency leads to lower market volatility and higher trading volume, but the...

Persistent link: https://www.econbiz.de/10013144870