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Learning the true index level : index return autocorrelation in an REE auction market
Säfvenblad, Patrik, (1997)
Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten, (2004)
International stock return differentials and real exchange rate changes
Malliaropulos, Dimitrios, (1998)
Price formation in multi-asset securities markets
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik, (2000)
Lead-lag effects when prices reveal cross-security information