3

Tests and Properties of Variance Ratios in Microstructure Studies

Year:
1997
Language:
english
File:
PDF, 654 KB
english, 1997
7

‘Teenies’ anyone?

Year:
2001
Language:
english
File:
PDF, 211 KB
english, 2001
8

Trade and information in the corporate bond market

Year:
2013
Language:
english
File:
PDF, 674 KB
english, 2013
16

When an Executive Departs: An Informational Content Story

Year:
2018
Language:
english
File:
PDF, 855 KB
english, 2018
18

The Effect of Tick Size on Volatility, Trader Behavior, and Market Quality

Year:
1998
Language:
english
File:
PDF, 173 KB
english, 1998
19

The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis

Year:
2000
Language:
english
File:
PDF, 108 KB
english, 2000