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The impact of limit order executions on trading costs in NYSE stocks

Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996

Persistent link: https://www.econbiz.de/10001433304

Trading costs on US exchanges : an empirical examination

Greene, Jason Thomas - 1996

Persistent link: https://www.econbiz.de/10001421297

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

Cointegration, error correction, and price discovery on informationally linked security markets

Harris, Frederick H. deB.; McInish, Thomas H.; … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-579

Persistent link: https://www.econbiz.de/10001218096

Tests and properties of variance rations in microstructure studies

Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204

Persistent link: https://www.econbiz.de/10001224466

Modelling financial transaction price movements : a dynamic integer count data model

Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825

Persistent link: https://www.econbiz.de/10003233759

Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58

Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...

Persistent link: https://www.econbiz.de/10012818165

Stock market interlinkages in emerging markets

Ahmed, Ayaz - 1998

Persistent link: https://www.econbiz.de/10001450453

Was leisten die Kursmakler? : Eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse

Freihube, Thorsten (contributor) - In: Kredit und Kapital 32 (1999) 3, pp. 426-460

Persistent link: https://www.econbiz.de/10001424664

Volatility and volatility spill-overs in emerging markets : the case of the African stock markets

Appiah-Kusi, Joe; Pescetto, Gioia M. - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10001353607