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Commonality and contrarian trading among algorithmic traders

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Algorithmic trading : intraday profitability and trading behavior

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Corporate governance and stock market liquidity in India

Prasanna, P. Krishna; Menon, Anish S. - In: International Journal of Behavioural Accounting and Finance 3 (2012) 1/2, pp. 24-45

Corporate governance encompasses the processes for board effectiveness and enhanced transparent disclosures. Both these requirements result in improved quality and quantity of information made available to investors, which in turn is expected to result in informed trading, reduced information...

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Estimating stochastic volatility with jumps and asymmetry in Asian markets

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In search of default risk predictors in emerging Asia

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The interplay between economic policy uncertainty and corporate bond yield in emerging Asian markets

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Asymmetric effects of noise in Merton default risk model : evidence from emerging Asia

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