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Firm efficiency and stock returns

Frijns, Bart; Margaritis, Dimitris; Psillaki, Maria - In: Journal of productivity analysis 37 (2012) 3, pp. 295-306

Persistent link: https://www.econbiz.de/10009633355

An application of the Kalman filtering technique to the modelling of price expectations

Margaritis, Dimitris - In: The journal of economics 11 (1985), pp. 156-159

Persistent link: https://www.econbiz.de/10001438844

Inferring public and private information from trades and quotes

Frijns, Bart - In: The financial review : the official publication of the … 41 (2006) 1, pp. 95-117

Persistent link: https://www.econbiz.de/10003274783

A reexamination of the rational expectations business cycle hypothesis

Drylis, Ioannis; Margaritis, Dimitris - In: The journal of economics 11 (1985), pp. 151-155

Persistent link: https://www.econbiz.de/10001438842

International transmission effects on New Zealand monetary policy

Margaritis, Dimitris - In: New Zealand economic papers 26 (1992) 1, pp. 83-99

Persistent link: https://www.econbiz.de/10001126233

Productivity and profitability of US agriculture : evidence from a panel of states

Ball, V. Eldon; Färe, Rolf; Grosskopf, Shawna; … - In: The economic impact of public support to agriculture : …, (pp. 125-139). 2010

Persistent link: https://www.econbiz.de/10009233288

US productivity in agriculture and R&D

Färe, Rolf; Grosskopf, Shawna; Margaritis, Dimitris - In: Journal of productivity analysis 30 (2008) 1, pp. 7-12

Persistent link: https://www.econbiz.de/10003750480

The role of energy productivity in U.S. agriculture

Ball, V. Eldon; Färe, Rolf; Grosskopf, Shawna; … - In: Energy economics 49 (2015), pp. 460-471

Persistent link: https://www.econbiz.de/10011537147

Hedge fund activism and short-term value creation prior to the initial filing : evidence from US firms

Karpouzis, Efstathios; Margaritis, Dimitris; Psillaki, Maria - In: International journal of banking, accounting and … 13 (2023) 3, pp. 277-320

Persistent link: https://www.econbiz.de/10014232281

Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements

Scholtus, Martin L.; van Dijk, Dick; Frijns, Bart - 2012

This paper documents that speed is crucially important for high frequency trading strategies based on U.S. macroeconomic news releases. Using order level data of the highly liquid S&P500 ETF traded on NASDAQ from January 6, 2009, to December 12, 2011, we find that a delay of 300 milliseconds (1...

Persistent link: https://www.econbiz.de/10010326544