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Price discovery and liquidity characteristics for U.S. electronic futures and ETF markets

Oztekin, A. Senol; Mishra, Suchismita; Jain, Pankaj K.; … - In: The journal of trading 12 (2017) 2, pp. 59-72

Persistent link: https://www.econbiz.de/10011699636

Gender diversity in compensation committees

Strobl, Sascha; Rama, Dasaratha V.; Mishra, Suchismita - In: Journal of accounting, auditing & finance 31 (2016) 4, pp. 415-427

Persistent link: https://www.econbiz.de/10011593035

Understanding spread in the electronic futures markets : financial crisis perspective

Oztekin, A. Senol; Dandapani, Krishnan; Mishra, Suchismita - In: Applied economics 50 (2018) 20, pp. 2243-2250

Persistent link: https://www.econbiz.de/10011850124

Stand-alone vs systemic risk-taking of financial institutions

Strobl, Sascha - In: Journal of risk finance : the convergence of financial … 17 (2016) 4, pp. 374-389

Persistent link: https://www.econbiz.de/10011572083

Liquidity and asset pricing models : a historical sketch

Mishra, Suchismita - In: The international journal of finance 20 (2008) 2, pp. 4809-4823

Persistent link: https://www.econbiz.de/10003886363

Liquidity and asset pricing models : a historical sketch

Mishra, Suchismita - In: The International journal of finance 20 (2008) 2, pp. 4809-4823

Persistent link: https://www.econbiz.de/10009889385

Eine kritische Analyse des Exposure Draft Management Commentary mit Blick auf seine zentralen Zielsetzungen

Grottke, Markus; Strobl, Sascha - In: IRZ : Zeitschrift für internationale Rechnungslegung 4 (2009) 11, pp. 483-488

Persistent link: https://www.econbiz.de/10003893646

Corporate governance and the systemic risk of financial institutions

Iqbal, Jamshed; Strobl, Sascha; Vähämaa, Sami - In: Journal of economics & business 82 (2015), pp. 42-61

Persistent link: https://www.econbiz.de/10011476107

The Anatomy of a Crash : Liquidity Black Holes and ETF Options During the Flash Crash of 2010

Strobl, Sascha - 2015

We analyze the behavior of both the bid-ask spread and the depth of ETF options during the May 6th, 2010 Flash Crash. During the Flash Crash stub quotes (maximum quote size allowed) consistently occurred for more than 90% of the ETF option series examined in this study. Correspondingly, the best...

Persistent link: https://www.econbiz.de/10013015851

The Effect of Volatility Persistence on Excess Returns

Jain, Ajeet - 2018

In this paper, we examine the effect of volatility persistence in explaining excess returns in conjunction with established factors. We use an I-GARCH model to estimate volatility persistence for each company on the NYSE for each year between 1989 and 2014. We find that volatility persistence is...

Persistent link: https://www.econbiz.de/10012936683