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The characteristics of informed trading : implications for asset pricing
Aslan, Hadiye; Easley, David; Hvidkjær, Søren; … - In: Journal of empirical finance 18 (2011) 5, pp. 782-801
Persistent link: https://www.econbiz.de/10009492072
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A long memory property of stock market returns and a new model
Ding, Zhuanxin - In: Journal of empirical finance 1 (1993) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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International capital asset pricing : evidence from options
Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10003609911
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The information content of the trading process
Easley, D.; Kiefer, N.M.; O'Hara, M. - In: Journal of empirical finance 4 (1997) 2-3, pp. 159-186
Persistent link: https://www.econbiz.de/10007250567
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The characteristics of informed trading: Implications for asset pricing
Aslan, Hadiye; Easley, David; Hvidkjaer, Soeren; … - In: Journal of empirical finance 18 (2011) 5, pp. 782-802
Persistent link: https://www.econbiz.de/10009801731
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International capital asset pricing: Evidence from options
Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10007763667
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High frequency data in financial markets: Issues and applications
Goodhart, C.A.E.; O'Hara, M. - In: Journal of empirical finance 4 (1997) 2-3, pp. 73-114
Persistent link: https://www.econbiz.de/10007250569