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Market makers V's the general public : a first look at S&P500 futures trade data
Gannon, Gerard L. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003794270
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Causality and volatility in the firm level stock returns and volume in India : evidence from National Stock Exchange
Ahmad, Khan Masood; Ashraf, Shahid; Ahmed, Shahid - In: Finance India : the quarterly journal of Indian … 22 (2008) 1, pp. 99-115
Persistent link: https://www.econbiz.de/10003796215
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Structural changes and the day-of-the-week effect in Indian stock market
Badhani, K. N.; Kavidayal, B. D. - In: Finance India : the quarterly journal of Indian … 22 (2008) 1, pp. 181-197
Persistent link: https://www.econbiz.de/10003796238
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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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How do public announcements affect the frequency of trading in US airline stocks?
Nowak, Sylwia (contributor) - 2008
Persistent link: https://www.econbiz.de/10003810412
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Trading volume and serial correlation in stock returns in an emerging market : a case study of Pakistan
Nishat, Mohammed; Mustafa, Khalid - In: The Philippine review of economics : a joint … 45 (2008) 2, pp. 101-117
Persistent link: https://www.econbiz.de/10003812244
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The CAN-SPAM Act of 2003 and stock spam emails
Hu, Bill; McInish, Thomas H.; Zeng, Li - In: Financial services review : the journal of individual … 18 (2009) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10003860707
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Analyst forecast dispersion, trading volume, and stock return
Choi, Wonseok; Hoyem, Kenton; Kim, Jung-Wook - In: Seoul journal of economics 22 (2009) 2, pp. 263-287
Persistent link: https://www.econbiz.de/10003866538
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A new approach to bad news effects on volatility : the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)
Curto, José Dias; Tomaz, João Amaral; Pinto, José Castro - In: Portuguese economic journal 8 (2009) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003823949
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Information linkages and correlated trading
Colla, Paolo (contributor); Mele, Antonio (contributor) - 2008
In a market with informationally connected traders, the dynamics of volume, price informativeness, price volatility, and liquidity are severely affected by the information linkages every trader experiences with his peers. We show that in the presence of information linkages among traders, volume...
Persistent link: https://www.econbiz.de/10003848551