Narrow search
Showing 1 - 5 of 5
Cover Image
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim; Cai, Jun; Song, Frank M. - In: Journal of empirical finance 7 (2000) 1, pp. 37-55
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001511696
Cover Image
The components of the bid-ask spread in a limit-order market : evidence from the Tokyo Stock Exchange
Ahn, Hee-joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Yan-ki - In: Journal of empirical finance 9 (2002) 4, pp. 399-430
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001711953
Cover Image
Bank stocks, risk factors, and tail behavior
Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. - In: Journal of empirical finance 63 (2021), pp. 203-229
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013259284
Cover Image
The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of empirical finance 9 (2002) 4, pp. 399-430
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007234580
Cover Image
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, T.; Cai, J.; Song, F.M. - In: Journal of empirical finance 7 (2000) 1, pp. 37-56
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007242671