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Opening and closing price efficiency : do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

Persistent link: https://www.econbiz.de/10011474516

Liquidity constraints and investment opportunities : new evidence from large and small businesses in UK

Gregoriou, Andros - In: International journal of the economics of business 20 (2013) 2, pp. 269-279

Persistent link: https://www.econbiz.de/10009786135

Earnings announcements and the components of the bid-ask spread : evidence from the London Stock Exchange

Gregoriou, Andros - In: Journal of economic studies 40 (2013) 2, pp. 112-126

Persistent link: https://www.econbiz.de/10009777728

Corporate valuation and dividends : UK evidence from panel unit root and cointegration tests

Gregoriou, Andros - In: Atlantic economic journal : AEJ 38 (2010) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10008696864

The asymmetry of the price impact of block trades and the bid-ask spread : evidence from the London Stock Exchange

Gregoriou, Andros - In: Journal of economic studies 35 (2008) 2, pp. 191-199

Persistent link: https://www.econbiz.de/10003752611

Market quality of dealer versus hybrid markets for illiquid securities : new evidence from the FTSE AIM Index

Gregoriou, Andros - In: The European journal of finance 21 (2015) 4/6, pp. 466-485

Persistent link: https://www.econbiz.de/10010528959

Does the London Stock Exchange require an upstairs market? : evidence from block trades

Gregoriou, Andros - In: Journal of economic studies 43 (2016) 3, pp. 447-457

Persistent link: https://www.econbiz.de/10011690175

Cryptocurrencies and asset pricing

Gregoriou, Andros - In: Applied economics letters 26 (2019) 12, pp. 995-998

Persistent link: https://www.econbiz.de/10012204467

Price Discovery in London’s Upstairs Equity Market

Armitage, Seth - 2015

The paper presents new evidence on the contribution to price discovery of the upstairs market. The ‘component share' and ‘information share' measures are used, supplemented by the probability of informed trading (PIN) analysis. Most discovery arises downstairs, consistent with previous...

Persistent link: https://www.econbiz.de/10013029216

Does the day of the week effect exist once transaction costs have been accounted for? : Evidence from the UK

Gregoriou, Andros; Kontonikas, A.; Tsitsianis, N. - In: Applied financial economics 14 (2004) 3, pp. 215-220

Persistent link: https://www.econbiz.de/10001915548