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Market frictions and the geographical location of global stock exchanges. Evidence from the S&P Global Index

Gregoriou, Andros; Hudson, Robert - In: Journal of Economic Studies 48 (2020) 2, pp. 354-366

Purpose: We examine the impact of market frictions in the form of trading costs on investor average holding periods for stocks in the S&P global 1200 index to examine constraints on international portfolio diversification. Design/methodology/approach: We determine whether it is appropriate to...

Persistent link: https://www.econbiz.de/10012277672

Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi stock market

Alzahranai, Ahmed A.; Gregoriou, Andros; Hudson, Robert; … - 2010

Persistent link: https://www.econbiz.de/10003991258

Price impact of block trades in the Saudi stock market

Alzahranai, Ahmed A.; Gregoriou, Andros; Hudson, Robert; … - 2010

Persistent link: https://www.econbiz.de/10003991260

Calculating and comparing security returns is harder than you think : a comparison between logarithmic and simple returns

Hudson, Robert; Gregoriou, Andros - In: International review of financial analysis 38 (2015), pp. 151-162

Persistent link: https://www.econbiz.de/10011337618

Price impact of block trades in Saudi stock market

Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Journal of international financial markets, … 23 (2013), pp. 322-341

Persistent link: https://www.econbiz.de/10009707496

Stock liquidity and return distribution : evidence from the London Stock Exchange

Wang, Andong; Hudson, Robert; Rhodes, Mark J.; Zhang, Sijia - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012804976

Economic policy uncertainty and cross-border mergers and acquisitions

Gregoriou, Andros; Nguyen Binh Duy; Nguyen Tung Duy; … - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013252618

Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi Stock Market

Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Emerging markets review 13 (2012) 2, pp. 202-209

Persistent link: https://www.econbiz.de/10010219486

Test of recent advances in extracting information from option prices

Healy, J. V.; Gregoriou, Andros; Hudson, Robert - In: International review of financial analysis 56 (2018), pp. 292-302

Persistent link: https://www.econbiz.de/10012006295

Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi Stock Market

Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Emerging markets review 13 (2012) 2, pp. 202-209

Persistent link: https://www.econbiz.de/10010003803