Similar Search Results

Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234

Persistent link: https://www.econbiz.de/10012006868

Market liquidity risk: an overview

Stange, Sebastian; Kaserer, Christoph - 2009

Market liquidity is the ease of trading an asset. Its risk is the potential loss, because a security can only be traded at high or prohibitive costs. While the omnipresence and importance of market liquidity is widely acknowledged, it has long remained a more or less elusive concept. Treatment...

Persistent link: https://www.econbiz.de/10010305705

Automatic variance ratio test under conditional heteroskedasticity

Kim, Jae H. - In: Finance research letters 6 (2009) 3, pp. 179-185

Persistent link: https://www.econbiz.de/10003888018

Can environmental disclosure improve price efficiency? : the perspective of price delay

Zhang, Jitao; Yang, Yongliang - In: Finance research letters 52 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014471978

Fintech market efficiency : a multifractal detrended fluctuation analysis

Shrestha, Keshab; Babak Naysary; Sheena Sara Suresh Philip - In: Finance research letters 54 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472743

The effect of asymmetric information disappears : evidence in share repurchases and market efficiency

Lee, Chien-chiang; Park, Bokyung; Wang, Chih-Wei - In: Finance research letters 56 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014473639

Share repurchase and capital market pricing efficiency

Ren, He; Ye, Linlin; Zheng, Shi - In: Finance research letters 60 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014490382

Investor attention on internet financial markets

Chen, Rongda; Qian, Qian; Jin, Chenglu; Xu, Min; Song, … - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484007

The intraday bitcoin response to tether minting and burning events : asymmetry, investor sentiment, and “Whale Alerts” on twitter

Saggu, Aman - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013478786

A new look at financial markets efficiency from linear response theory

Puertas, Antonio Manuel; Clara-Rahola, Joaquim; … - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014291584