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Activity in futures : does underlying market size relate to futures trading volume?
Frino, Alex; Jarnecic, Elvis; Zheng, Hui - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 313-325
Persistent link: https://www.econbiz.de/10003970042
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Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds
Chen, Jeng-Hong; Jiang, Christine X.; Kim, Jang-Chul; … - In: Review of quantitative finance and accounting 21 (2003) 4, pp. 303-322
Persistent link: https://www.econbiz.de/10007157052
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A Regime-Level Empirical Model of the Specialist Quote Revision Process
Harris, Frederick H.deb; Mcinish, Thomas H. - In: Review of quantitative finance and accounting 14 (2000) 4, pp. 399
Persistent link: https://www.econbiz.de/10007180029
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Bid-ask spreads, information asymmetry, and abnormal investor sentiment : evidence from closed-end funds
Chen, Jeng-Hong; Jiang, Christine X.; Kim, Jang-Chul; … - In: Review of quantitative finance and accounting 21 (2003) 4, pp. 303-321
Persistent link: https://www.econbiz.de/10001857666