Narrow search
Showing 1 - 6 of 6
Cover Image
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.; Gould, John; Chan, Felix; Yang, Wenling - In: Journal of empirical finance 36 (2016), pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
Cover Image
The evolution of informed liquidity provision : evidence from an order-driven market
Wee, Marvin; Yang, Wenling - In: European financial management : the journal of the … 22 (2016) 5, pp. 882-915
Persistent link: https://www.econbiz.de/10011713172
Cover Image
The role of implied volatility in liquidity provision
Cahill, Daniel; Fong, Kingsley; Wee, Marvin; Yang, Wenling - In: Australian journal of management 45 (2020) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10012175233
Cover Image
The Australian asset-pricing debate
Durand, Robert B.; Manapon Limkriangkrai; Chai, Daniel - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 393-421
Persistent link: https://www.econbiz.de/10011585945
Cover Image
Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market
Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760003
Cover Image
Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
Allen, David E.; Cheng, Alexander Shu-sing; … - In: Stock market liquidity : implications for market …, (pp. 227-245). 2008
Persistent link: https://www.econbiz.de/10003650538