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person:"Lauterbach, Beni"
~person:"Simonsen, Ola"
~person:"Westerhoff, Frank H."
~subject:"Share price"
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Lauterbach, Beni
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Does the open limit order book reveal information about short-run stock price movements?
Hellström, Jörgen
(
contributor
);
Simonsen, Ola
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003358982
Saved in:
2
The impact of news releases on trade durations in stocks : empirical evidence from Sweden
Simonsen, Ola
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003358991
Saved in:
3
Stock data, trade durations, and limit order book information
Simonsen, Ola
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003358994
Saved in:
4
An empirical model for durations in stocks
Simonsen, Ola
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002688639
Saved in:
5
An empirical model for durations in stocks
Simonsen, Ola
- In:
Annals of finance
3
(
2007
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10003425363
Saved in:
6
Multiasset market dynamics
Westerhoff, Frank H.
- In:
Macroeconomic dynamics
8
(
2004
)
5
,
pp. 596-616
Persistent link: https://www.econbiz.de/10002450191
Saved in:
7
Multi-asset market dynamics
Westerhoff, Frank H.
-
2003
Persistent link: https://www.econbiz.de/10001736685
Saved in:
8
Market microstructure and securities values : evidence from the Tel Aviv stock exchange
Amihud, Yakov
- In:
Journal of financial economics
45
(
1997
)
3
,
pp. 365-390
Persistent link: https://www.econbiz.de/10001229282
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