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Common factors in prices, order flows, and liquidity
Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10001545069
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Bond ratings matter : evidence from the Lehman brothers index rating redefinition
Chen, Zhihua; Lookman, Aziz; Schürhoff, Norman; Seppi, … - 2012
Persistent link: https://www.econbiz.de/10009621933
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Interim news and the role of proxy voting advice
Alexander, Cindy R.; Chen, Mark A.; Seppi, Duane J.; … - In: The review of financial studies 23 (2010) 12, pp. 4419-4454
Persistent link: https://www.econbiz.de/10008797652
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Common factors in prices, order flows and liquidity
Hasbrouck, Joel; Seppi, Duane J. - 1999
Persistent link: https://www.econbiz.de/10001378828