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On the use of the market model R-square as a measure of stock price efficiency

Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 379-391

Persistent link: https://www.econbiz.de/10011327620

Opening and closing price efficiency : do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

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Linear and nonlinear dynamic relationships between housing prices and trading volumes

Tsai, I-Chun; Peng, Chien-Wen - In: The North American journal of economics and finance : a … 38 (2016), pp. 172-184

Persistent link: https://www.econbiz.de/10011673367

Price discovery in China's inter-bank bond market

Wu, Lei; Liu, Chunlin; Meng, Qingbin; Zeng, Hongchao - In: Pacific-Basin finance journal 48 (2018), pp. 84-98

Persistent link: https://www.econbiz.de/10012028030

Information environments and high price impact trades : implication for volatility and price efficiency

Dionne, Georges; Zhou, Xiaozhou - 2019

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Does ETF trading affect the efficiency of the underlying index?

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Price discovery with and without trading on the Tokyo Stock Exchange

Chen, Tao - In: International Journal of Behavioural Accounting and Finance 2 (2011) 1, pp. 56-78

This article examines price discovery with and without trading through the use of pre-opening quotes in the absence of trading and trading-day quotes in the presence of trading on the Tokyo Stock Exchange. The non-trading mechanism is found to be conducive to the price discovery process. A high...

Persistent link: https://www.econbiz.de/10009360081

The effect of the registration-based IPO reform on price efficiency : evidence from China

Li, Jianhua; Xu, Jianxiang - In: Applied economics letters 31 (2024) 7, pp. 608-617

Persistent link: https://www.econbiz.de/10014557806

Margin-buying, short-selling, and stock valuation : why is the effect reversed over time in China?

Wan, Xiaoyuan - In: Journal of empirical finance 76 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014491903

Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market

Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 332-354

Persistent link: https://www.econbiz.de/10014470002

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