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Test of recent advances in extracting information from option prices

Healy, J. V.; Gregoriou, Andros; Hudson, Robert - In: International review of financial analysis 56 (2018), pp. 292-302

Persistent link: https://www.econbiz.de/10012006295

Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models

Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 617-640

Persistent link: https://www.econbiz.de/10012019348

Sampling frequency and the performance of different types of technical trading rules

Hudson, Robert; McGroarty, Frank; Urquhart, Andrew - In: Finance research letters 22 (2017), pp. 136-139

Persistent link: https://www.econbiz.de/10011808000

Momentum effects in China : a review of the literature and an empirical explanation of prevailing controversies

Yunlin Yang; Ge̜bka, Bartosz; Hudson, Robert - In: Research in international business and finance 47 (2019), pp. 78-101

Persistent link: https://www.econbiz.de/10012135515

Stock liquidity and SMEs' likelihood of bankruptcy : evidence from the US market

El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert; Abd … - In: Research in international business and finance 42 (2017), pp. 1383-1393

Persistent link: https://www.econbiz.de/10011761039

THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES

Manahov, Viktor; Soufian, Mona; Hudson, Robert - In: Intelligent Systems in Accounting, Finance and Management 21 (2014) 1, pp. 1-18

SUMMARY Market structure and individual rationality remain at the centre of a debate as to which is the main driving force in market performance. We examine the role of individual rationality, comparing zero‐intelligence traders with traders with different levels of intelligence using a...

Persistent link: https://www.econbiz.de/10011005834

The implications of high-frequency trading on market efficiency and price discovery

Manahov, Viktor; Hudson, Robert - In: Applied Economics Letters 21 (2014) 16, pp. 1148-1151

This study investigates the implications of high-frequency trading (HFT) on market efficiency and price discovery by using state-space models and real-life one-minute high-frequency data of the six most traded currency pairs worldwide - USD/EUR, USD/JPY, USD/GBP, USD/AUD, USD/CHF and USD/CAD. We...

Persistent link: https://www.econbiz.de/10010953808

The capital markets & financial management in banking

Hudson, Robert; Colley, Alan; Largan, Mark - 2000

Persistent link: https://www.econbiz.de/10004139367

Treasury management

Hudson, Robert; Colley, Alan; Largan, Mark - 1998 - 3. ed.

Persistent link: https://www.econbiz.de/10004139623

Politics of identity : migrants and minorities in multicultural states

Hudson, Robert (contributor) - 2000

Persistent link: https://www.econbiz.de/10004023939