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On the importance of timing specifications in market microstructure research
Wang, Jian-xin; Henker, Thomas - 2005
Persistent link: https://www.econbiz.de/10003059539
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The intraday effect and the extension of trading hours for Taiwanese securities
Fan, Yu-Ju; Lai, Hung-neng - In: International review of financial analysis 15 (2006) 4/5, pp. 328-347
Persistent link: https://www.econbiz.de/10003377243
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Early birds and second mice in the stock market
Crego, Julio A.; Huang, Jin - 2017
Persistent link: https://www.econbiz.de/10011760841
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A simple cost reduction strategy for small liquidity traders : trade at the opening
Brooks, Raymond M. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 4, pp. 525-540
Persistent link: https://www.econbiz.de/10001234433
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999
Persistent link: https://www.econbiz.de/10001408440
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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How to match trades and quotes for NYSE stocks?
Vergote, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002721551
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Essays on empirical market microstructure
Moberg, Jan-Magnus - 2008
Persistent link: https://www.econbiz.de/10003796409
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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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The aftermath of public attention on accounting improprieties : effects on securities class action settlements
Simmons, Laura E. - In: Journal of accounting and public policy 30 (2011) 1, pp. 22-49
Persistent link: https://www.econbiz.de/10008858065