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On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
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Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
Dai, Qinglei; Rydqvist, Kristian - In: Journal of empirical finance 16 (2009) 4, pp. 582-596
Persistent link: https://www.econbiz.de/10003900261
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Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - In: Journal of empirical finance 18 (2011) 3, pp. 474-487
Persistent link: https://www.econbiz.de/10009302085
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Testing weak form efficiency on the Toronto stock exchange
Alexeev, Vitali; Tapon, Francis - In: Journal of empirical finance 18 (2011) 4, pp. 661-691
Persistent link: https://www.econbiz.de/10009306536
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Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange
Snell, Andy - In: Journal of empirical finance 5 (1998) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001241971
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Market behaviour around Canadian stock-split ex-dates
Kryzanowski, Lawrence - In: Journal of empirical finance 1 (1993) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10001146686
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Information diffusion in electronic and floor trading
Franke, Günter; Hess, Dieter - In: Journal of empirical finance 7 (2000) 5, pp. 455-478
Persistent link: https://www.econbiz.de/10001545281
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The magnet effect of price limits : evidence from high-frequency data on Taiwan Stock Exchange
Cho, David D.; Russell, Jeffrey; Tiao, George C.; Tsay, Ruey - In: Journal of empirical finance 10 (2003) 1/2, pp. 133-168
Persistent link: https://www.econbiz.de/10001752081
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Emerging markets and trading costs : lessons from Casablanca
Ghysels, Eric; Cherkaoui, Mouna - In: Journal of empirical finance 10 (2003) 1/2, pp. 169-198
Persistent link: https://www.econbiz.de/10001752085
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The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio; Roth, Lukas - In: Journal of empirical finance 12 (2005) 2, pp. 239-268
Persistent link: https://www.econbiz.de/10002685078