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Do implicit prices of characteristics change with the end of season price reductions?
Havrila, Inka - 1996
Persistent link: https://www.econbiz.de/10000961223
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Portfolio serial correlation and nonsynchronous trading
Perry, Philip R. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 517-523
Persistent link: https://www.econbiz.de/10001007342
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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari - 1999
Persistent link: https://www.econbiz.de/10001372405
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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Trading costs and price discovery across stock index futures and cash markets
Kim, Minho; Szakmary, Andrew C.; Schwarz, Thomas V. - In: The journal of futures markets 19 (1999) 4, pp. 475-498
Persistent link: https://www.econbiz.de/10001378256
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Are shareholder proposals all bark and no bite? : Evidence from shareholder resolutions to rescind poison pills
Bizjak, John M.; Marquette, Christopher J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 499-521
Persistent link: https://www.econbiz.de/10001256375
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Extreme price movements and margin levels in futures markets
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 6, pp. 639-655
Persistent link: https://www.econbiz.de/10001134534
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Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
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The "weekend effect" for stock indexes and stock index futures : dividend and interest rate effects
Phillips-Patrick, Frederick J. - In: The journal of futures markets 8 (1988) 1, pp. 115-121
Persistent link: https://www.econbiz.de/10001134567