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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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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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Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga; Dionne, Georges; Zhou, Xiaozhou - In: Journal of empirical finance 65 (2022), pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
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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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The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
Rose, Annica - In: Journal of empirical finance 28 (2014), pp. 171-184
Persistent link: https://www.econbiz.de/10011285073
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Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Hung, I-Chung - In: Journal of empirical finance 52 (2019), pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
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Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
Nawn, Samarpan; Banerjee, Ashok - In: Journal of empirical finance 53 (2019), pp. 109-125
Persistent link: https://www.econbiz.de/10012171648
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Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga - In: Journal of empirical finance 49 (2018), pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
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High-frequency trading and institutional trading costs
Chen, Marie; Garriott, Corey - In: Journal of empirical finance 56 (2020), pp. 74-93
Persistent link: https://www.econbiz.de/10012430411
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Another look at long memory in common stock returns
Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401
Persistent link: https://www.econbiz.de/10001236460