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Time-varying price discovery in fragmented markets
Taylor, Nicholas
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 717-734
Persistent link: https://www.econbiz.de/10009231599
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2
Market and idiosyncratic volatility : high frequency dynamics
Taylor, Nicholas
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 739-751
Persistent link: https://www.econbiz.de/10009009310
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3
Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets
Clare, Andrew D.
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 517-523
Persistent link: https://www.econbiz.de/10001229835
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4
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris
;
Garrett, Ian
;
Hinich, Melvin J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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5
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-32
Persistent link: https://www.econbiz.de/10007665647
Saved in:
6
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Saved in:
7
Precious metals and inflation
Taylor, Nicholas
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001244110
Saved in:
8
US inflation-indexed bonds in the long run: a hypothetical view
Taylor, Nicholas
- In:
Applied financial economics
10
(
2000
)
6
,
pp. 667-678
Persistent link: https://www.econbiz.de/10007675992
Saved in:
9
Time-varying price discovery in fragmented markets
Taylor, Nicholas
- In:
Applied financial economics
21
(
2011
)
10
,
pp. 717-735
Persistent link: https://www.econbiz.de/10009016412
Saved in:
10
Market and idiosyncratic volatility: high frequency dynamics
Taylor, Nicholas
- In:
Applied financial economics
20
(
2010
)
9
,
pp. 739-752
Persistent link: https://www.econbiz.de/10008419183
Saved in:
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