EconStor >

Search Results

 
for  

Results 91-100 of 714.


Item hits:

DateTitle Authors
2009 Quantifying high-frequency market reactions to real-time news sentiment announcementsGroß-Klußmann, Axel / Hautsch, Nikolaus
2008 The impact of hidden liquidity in limit order booksFrey, Stefan / Sandås, Patrik
2008 The diminishing liquidity premiumBen-Rephael, Azi / Kadan, Ohad / Wohl, Avi
2008 Customer flow, intermediaries, and the discovery of the equilibrium riskfree rateMenkveld, Albert J. / Sarkar, Asani / van der Wel, Michel
2009 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2008 Quantifying the efficiency of the Xetra LOB market: Detailed recipeSperl, Miriam
2007 Do markets love misery? Stock prices and corporate philanthropic disaster responseMuller, Alan / Kräussl, Roman
2005 Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004Siklos, Pierre L. / Bohl, Martin T.
2005 The relationship between insider trading and volume-induced return autocorrelationGilbert, Aaron / Tourani Rad, Alireza / Wisniewski, Tomasz Piotr
2006 Institutional investors and stock market efficiency: The case of the January anomalyBohl, Martin T. / Gottschalk, Katrin / Henke, Harald / Pál, Rozália

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 Next