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Trading activity, quoted liquidity, and stock volatility

Jiang, Li; Kryzanowski, Lawrence - In: Multinational finance journal : MF ; quarterly … 1 (1997) 3, pp. 199-227

Persistent link: https://www.econbiz.de/10001436147

An exploratory analysis of the order book, and order flow and execution on the Saudi stock market

Suhaibani, Mohammad al-; Kryzanowski, Lawrence - In: Journal of banking & finance 24 (2000) 8, pp. 1323-1357

Persistent link: https://www.econbiz.de/10015153889

Market impacts of trades for stocks listed on the Borsa Istanbul

Aktas, Osman Ulas; Kryzanowski, Lawrence - In: Emerging markets review 20 (2014), pp. 152-175

Persistent link: https://www.econbiz.de/10010419452

Informed traders of cross-listed shares trade more in the domestic market around earnings releases

Kryzanowski, Lawrence; Lazrak, Skander - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009271392

Trading activity, trade costs and informed trading for acquisition targets and acquirers

Kryzanowski, Lawrence; Lazrak, Skander - In: The European journal of finance 13 (2007) 5/6, pp. 405-439

Persistent link: https://www.econbiz.de/10003570550

Trade classification accuracy for the BIST

Aktas, Osman Ulas; Kryzanowski, Lawrence - In: Journal of international financial markets, … 33 (2014), pp. 259-282

Persistent link: https://www.econbiz.de/10011299829

Trading Activity, Quoted Liquidity, and Stock Volatility

Jiang, Li - 2016

In this article, we examine dynamic relationships between volatility and various microstructure measures of trade activity and quoted liquidity for each component stock in the Toronto Stock Exchange 35 Index and for the Toronto 35 Index Participation Shares. When volatility is conditioned on...

Persistent link: https://www.econbiz.de/10013004210