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Foreign speculators and emerging equity markets
Bekaert, Geert, (2000)
Bekaert, Geert, (1997)
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H., (1998)
To trade or not to trade : the effect of broker search and discretionary trading on securities market performance
Zhang, Wei, (2004)
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi, (2005)
Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Li, Jinliang, (2010)