Similar Search Results - EconBiz

The other side of the trading story: Evidence from NYSE

Wong, Woon K.; Copeland, Laurence; Lu, Ralph - 2008

We analyse the well-known TORQ dataset of trades on the NYSE over a 3-month period, breaking down transactions depending on whether the active or passive side was institutional or private. This allows us to compare the returns on the different trade categories. We find that, however we analyse...

Persistent link: https://www.econbiz.de/10010288815

Estimating daily seasonals in financial time series : the use of high-pass spectral filters

Copeland, Laurence S. - In: Economics letters 43 (1993) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10001151890

Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100

Abhyankar, Abhay - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001214331

Estimating daily seasonality in foreign exchange rate changes

Copeland, Laurence S. - In: Journal of forecasting 13 (1994) 6, pp. 519-528

Persistent link: https://www.econbiz.de/10001172759

The other side of the trading story : evidence from NYSE

Wong, Woon K. (contributor); … - 2008

We analyse the well-known TORQ dataset of trades on the NYSE over a 3-month period, breaking down transactions depending on whether the active or passive side was institutional or private. This allows us to compare the returns on the different trade categories. We find that, however we analyse...

Persistent link: https://www.econbiz.de/10003739617

The accuracy of OECD forecasts for Canada and the United States

Ash, J. C. K; Smyth, David J.; Heravi, Saeed M. - 1991

Persistent link: https://www.econbiz.de/10000827178

The accuracy of OECD forecasts for Canada and the United States

Ash, J. C. K - In: The North American journal of economics and finance : a … 4 (1993) 2, pp. 179-210

Persistent link: https://www.econbiz.de/10001170063

The accuracy of OECD forecasts for Canada and the United States

Ash, J. C. K; Smyth, David J.; Heravi, Saeed M. - 1992

Persistent link: https://www.econbiz.de/10000131207

Does consumer sentiment accurately forecast UK household consumption? : Are there any comparisons to be made with the US?

Easaw, Joshy Z.; Garratt, Dean; Heravi, Saeed M. - In: Journal of macroeconomics 27 (2005) 3, pp. 517-532

Persistent link: https://www.econbiz.de/10003113727

Revisions to official data on US GNP : a multivariate assessment of different vintages

Patterson, K. D.; Heravi, Saeed M. - In: Journal of official statistics : JOS ; an international … 20 (2004) 4, pp. 573-602

Persistent link: https://www.econbiz.de/10002710768

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