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Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading

Levy, Ariel; Lieberman, Offer - In: Journal of banking & finance 37 (2013) 5, pp. 1412-1421

Persistent link: https://www.econbiz.de/10009729094

A characterization of the price behaviour of international dual stocks : an error correction approach

Ben-Zion, Uri - 1996

Persistent link: https://www.econbiz.de/10013408074

A characterization of the price behavior of international dual stocks : an error correction approach

Lieberman, Offer; Ben-Zion, Uri; Hauser, Shmuel - In: Journal of international money and finance 18 (1999) 2, pp. 289-304

Persistent link: https://www.econbiz.de/10001381607

Market time and asset price movements : theory and estimation

Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995

Persistent link: https://www.econbiz.de/10001512798

Price discovery without trading : evidence from the Nasdaq preopening

Cao, Charles Q.; Ghysels, Eric; Hatheway, Frank - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1339-1365

Persistent link: https://www.econbiz.de/10001497604

Causality between returns and trated volumes

Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1998

Persistent link: https://www.econbiz.de/10000996770

Structural change and asset pricing in emerging markets

Garcia, René - In: Journal of international money and finance 17 (1998) 3, pp. 455-473

Persistent link: https://www.econbiz.de/10001246597

Causality between returns and traded volumes

Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Annales d'économie et de statistique (2000), pp. 189-206

Persistent link: https://www.econbiz.de/10001543508

Alternative models for stock price dynamics

Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1/2, pp. 225-257

Persistent link: https://www.econbiz.de/10001772148

Price Discovery of a Speculative Asset : Evidence from a Bitcoin Exchange

Ghysels, Eric - 2018

This paper examines price discovery and liquidity provision in the secondary market for bitcoin -- an asset that has no observable fundamentals and is associated with a high level of speculative trading. Based on a comprehensive dataset of the full limit order book of BTC-e over the 2013-2014...

Persistent link: https://www.econbiz.de/10012910270