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Can shorts predict returns? : a global perspective
Boehmer, Ekkehart; Huszár, Zsuzsa R.; Wang, Yanchu; … - In: The review of financial studies 35 (2022) 5, pp. 2428-2463
Persistent link: https://www.econbiz.de/10013188967
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Algorithmic Trading and Market Quality : International Evidence
Boehmer, Ekkehart - 2020
We study the effect of algorithmic trading (AT) on market quality between 2001 and 2011 in 42 equity markets around the world. We use exchange co-location service that increases AT as an exogenous instrument to draw causal inferences of AT on market quality. On average, AT improves liquidity and...
Persistent link: https://www.econbiz.de/10012857311
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Algorithmic trading and market quality : international evidence
Boehmer, Ekkehart; Fong, Kingsley; Wu, Juan Julie - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2659-2688
Persistent link: https://www.econbiz.de/10012705188
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Aggregate idiosyncratic volatiity
Bekaert, Geert; Walsh, Randall P.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10003979088
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Aggregate idiosyncratic volatility
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10008807675
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Trends in tourism under economic uncertainty
Khan, Khalid; Su, Chi-Wei; Xiao, Yi-Dong; Zhu, Haotian; … - In: Tourism economics : the business and finance of tourism … 27 (2021) 4, pp. 841-858
Persistent link: https://www.econbiz.de/10012522497
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Research on hedging effectiveness of gold futures at home and abroad in post-epidemic era
Zhang, Xiaoyan; Liu, Jinling; Zhang, Guosheng - In: Proceedings of the 5th International Conference on …, (pp. 573-586). 2022
Persistent link: https://www.econbiz.de/10013352918
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
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Is the status of gold threatened by Bitcoin?
Su, Chi-Wei; Qin, Meng; Tao, Ran; Zhang, Xiaoyan - In: Economic research 33 (2020) 1,1, pp. 420-437
Persistent link: https://www.econbiz.de/10013173518
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue; Zhang, Xiaoyan - In: Management science : journal of the Institute for … 71 (2025) 3, pp. 2216-2244
Persistent link: https://www.econbiz.de/10015411826