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Liquidity and stock returns in pure order-driven markets : evidence from the Australian stock market

Marshall, Ben R.; Young, Martin - In: International review of financial analysis 12 (2003) 2, pp. 173-188

Persistent link: https://www.econbiz.de/10001769980

The links between securities settlement systems : an oligopoly theoretic approach

Kauko, Karlo - In: International review of financial analysis 13 (2004) 5, pp. 585-600

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Unifractality and multifractality in the Italian stock market

Onali, Enrico; Goddard, John - In: International review of financial analysis 18 (2009) 4, pp. 154-163

Tests for the validity of the weak-form EMH in the Italian stock market are presented, based on examination of the fractal properties of the log returns series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or...

Persistent link: https://www.econbiz.de/10003921074

Investor sentiment and feedback trading : evidence from the exchange-traded fund markets

Chau, Frankie; Deesomsak, Rataporn; Lau, Chi Keung - In: International review of financial analysis 20 (2011) 5, pp. 292-305

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Intraday patterns in London listed Exchange Traded Funds

Chelley-Steeley, Patricia L.; Park, Keebong - In: International review of financial analysis 20 (2011) 5, pp. 244-251

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Short sales constraint and SEO pricing

Charoenwong, Charlie; Ding, David K.; Wang, Ping - In: International review of financial analysis 29 (2013), pp. 107-118

Persistent link: https://www.econbiz.de/10010244121

Liquidity cost of market orders in the Taiwan Stock Market : a study based on an order-driven agent-based artificial stock market

Huang, Yi-ping; Chen, Shu-Heng; Hung, Ming-chin; Yu, Tina - In: International review of financial analysis 23 (2012), pp. 72-80

Persistent link: https://www.econbiz.de/10009690114

How do skilled traders change the structure of the market

Vacha, Lukas; Barunik, Jozef; Vošvrda, Miloslav S. - In: International review of financial analysis 23 (2012), pp. 66-71

Persistent link: https://www.econbiz.de/10009690118

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

What drives the volume-volatility relationship on Euronext Paris?

Louhichi, Wae͏̈l - In: International review of financial analysis 20 (2011) 4, pp. 200-206

Persistent link: https://www.econbiz.de/10009295712