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Does cross-listing really enhance market efficiency for stocks listed in the home market? : the perspective of noise trading in the Chinese stock market

Hu, Yingyi; Zhao, Tiao - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 307-327

Persistent link: https://www.econbiz.de/10012122878

Investor sentiment and the pre-FOMC announcement drift

Guo, Haifeng; Hung, Chi-Hsiou D.; Kontonikas, Alexandros - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012485731

Who and what drives informed options trading after the market opens?

Kang, Jongho; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 42 (2022) 3, pp. 338-364

Persistent link: https://www.econbiz.de/10012817917

The effect of short selling on volatility and jumps

Ho, Glenn Kit Foong; Sirimon Treepongkaruna; Wee, Marvin; … - In: Australian journal of management 47 (2022) 1, pp. 34-52

Persistent link: https://www.econbiz.de/10012801592

Political uncertainty, realized volatility, and jumps in the Chinese stock market

Jiang, Yanhui; Liu, Liang; Hong, Yun - In: Applied economics letters 28 (2021) 6, pp. 518-522

Persistent link: https://www.econbiz.de/10012485065

Order imbalance beta and stock returns

Yang, Chunpeng; Hu, Xiaoyi - In: Applied economics 52 (2020) 56, pp. 6100-6113

Persistent link: https://www.econbiz.de/10012308455

Volatility, trading activity and maximum lot amounts : evidence from Borsa Istanbul

Gülay, Güzhan - In: Borsa Istanbul Review 22 (2022) 3, pp. 409-425

Intraday analyses of volatility-volume relation by decomposing the volume into number of trades and average trade size is measured in Borsa Istanbul equity market. Results confirm that the number of trades has more explanatory power over the short-term volatility comparably parallel with the...

Persistent link: https://www.econbiz.de/10013334755

Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect

Ding, Shusheng; Cui, Tianxiang; Zhang, Yongmin - In: International review of financial analysis 83 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013455125

Return predictability in laboratory asset markets

Cheng, Zhongming; Lin, Shengle - In: The journal of behavioral finance : a publication of … 23 (2022) 4, pp. 457-465

Persistent link: https://www.econbiz.de/10013483120

Can convertible bond trading predict stock returns? : evidence from China

Chen, Zhiyu; Xu, Yun; Wang, Yu - In: Pacific-Basin finance journal 79 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463165