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Futures mispricing, order imbalance, and short-selling constraints
Lin, Emily; Lee, Cheng F.; Wang, Kehluh - In: International review of economics & finance : IREF 25 (2013), pp. 408-423
Persistent link: https://www.econbiz.de/10009693284
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A new PIN model with application of the change-point detection method
Kao, Chu-Lan Michael; Lin, Emily - In: Review of quantitative finance and accounting 61 (2023) 4, pp. 1513-1528
Persistent link: https://www.econbiz.de/10014424418
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Put your money where your mouth is : do financial firms follow their own recommendations?
Chan, Kin Wai; Chang, Charles; Wang, Albert - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1095-1112
Persistent link: https://www.econbiz.de/10003873851