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Intraday volume and volatility relations with and without public news

Darrat, Ali F.; Zhong, Maosen; Cheng, Louis T. W. - In: Journal of banking & finance 31 (2007) 9, pp. 2711-2729

Persistent link: https://www.econbiz.de/10003572354

Three essays in financial economics under asymmetric information

Strobl, Günter - 2005

Persistent link: https://www.econbiz.de/10003554471

Tipping

Irvine, Paul; Lipson, Marc; Puckett, Andy - In: The review of financial studies 20 (2007) 3, pp. 741-768

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Essays on the impact of incomplete information

Leon, Chuen Hwa - 2004

Persistent link: https://www.econbiz.de/10003555715

Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching

Lux, Thomas (contributor); Kaizoji, Taisei (contributor) - 2006

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory counterparts. Since long memory models should have a...

Persistent link: https://www.econbiz.de/10003392147

Impact of investor's trading activity to post-earnings-announcement drift

Vieru, Markku; Perttunen, Jukka; Schadéwitz, Hannu - In: Contributions to accounting, finance, and management …, (pp. 373-401). 2005

Persistent link: https://www.econbiz.de/10003393220

The estimation of IPO's efficiency on NASDAQ OMX Baltic Stock Exchange

Cibulskienė, Diana - In: Osteuropa / Osteuropa-Wirtschaft 55 (2010) 1/2, pp. 90-110

Persistent link: https://www.econbiz.de/10003987674

Relationship between trading volume and stock exchange performance : a case from Karachi Stock Exchange

Gul, Faid; Javed, Tariq - In: International business and economics research journal 8 (2009) 8, pp. 13-19

Persistent link: https://www.econbiz.de/10003873300

Information linkages and correlated trading

Colla, Paolo; Mele, Antonio - In: The review of financial studies 23 (2010) 1, pp. 203-246

Persistent link: https://www.econbiz.de/10003941607

Three essays on information transmission in financial markets

Hackard, James C. - 2006

Persistent link: https://www.econbiz.de/10003965317