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Industrial organization, order Internalization, and invariance
Bondarenko, Oleg; Obižaeva, Anna; Wang, Yajun - 2020
Persistent link: https://www.econbiz.de/10012494238
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Concentration and liquidity costs in emerging commodity exchanges
Costa Jr, Geraldo; Trujillo-Barrera, Andres; Pennings, … - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 3, pp. 441-456
Persistent link: https://www.econbiz.de/10011960984
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Initial public offerings and investor heterogeneity : evidence from Malaysia
Low, Soo Wah; Othman Yong - In: American journal of finance and accounting 3 (2013/14) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10010403323
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Where are the sources of stock market mispricing and excess volatility?
Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
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Heterogeneous beliefs and tests of present value models
Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - In: The review of economic studies 81 (2014) 3, pp. 1137-1163
Persistent link: https://www.econbiz.de/10010485954
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Heterogeneous beliefs in asset pricing : when investors' estimates of asset volatility disagree
Lin, Chien-chih; Lin, Feng-teng - In: Asia-Pacific journal of financial studies 39 (2010) 6, pp. 720-735
Persistent link: https://www.econbiz.de/10009231507
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012517831
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Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012211762
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Sentiment and speculation in a market with heterogeneous beliefs
Martin, Ian; Papadimitriou, Dimitris - 2019
Persistent link: https://www.econbiz.de/10012180639