Search Results

Entry cost, the Tobin tax, and noise trading in the foreign exchange market

Authors: Shi, Kang; Xu, Juanyi

Source: Canadian Journal of Economics, Volume 42, Number 4, November / novembre 2009 , pp. 1501-1526(26)

Publisher: Blackwell Publishing

How Noise Trading Affects Markets: An Experimental Analysis

Authors: Bloomfield, Robert; OHara, Maureen; Saar, Gideon

Source: Review of Financial Studies, Volume 22, Number 6, 26 June 2009 , pp. 2275-2302(28)

Publisher: Oxford University Press

Ten years' analysis of sovereign risk: noise-rater risk, panels, and errors

Author: Carneiro, Pedro Erik

Source: The Journal of Risk Finance Incorporating Balance Sheet, Volume 10, Number 2, 2009 , pp. 107-130(24)

Publisher: Emerald Group Publishing Limited

Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests

Authors: Lim, Kian-Ping; Brooks, Robert

Source: Applied Financial Economics, Volume 19, Number 2, January 2009 , pp. 147-155(9)

Publisher: Routledge, part of the Taylor & Francis Group

INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E-MINI INDEX FUTURES

Author: Kurov, Alexander

Source: The Journal of Financial Research, Volume 31, Number 3, Fall 2008 , pp. 247-270(24)

Publisher: Blackwell Publishing

Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets

Author: Kurov, Alexander

Source: The Financial Review, Volume 43, Number 1, February 2008 , pp. 107-127(21)

Publisher: Blackwell Publishing

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

Authors: Campi, Luciano; Çetin, Umut

Source: Finance and Stochastics, Volume 11, Number 4, October 2007 , pp. 591-602(12)

Publisher: Springer

Market vs. analysts reaction: the effect of aggregate and firm-specific news

Authors: Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco

Source: Applied Financial Economics, Volume 17, Number 4, February 2007 , pp. 299-312(14)

Publisher: Routledge, part of the Taylor & Francis Group

Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Author: TETLOCK, PAUL C.

Source: The Journal of Finance, Volume 62, Number 3, June 2007 , pp. 1139-1168(30)

Publisher: Blackwell Publishing

PRICE DYNAMICS, INFORMATIONAL EFFICIENCY, AND WEALTH DISTRIBUTION IN CONTINUOUS DOUBLE-AUCTION MARKETS

Authors: Gil-Bazo, Javier; Moreno, David; Tapia, Mikel

Source: Computational Intelligence, Volume 23, Number 2, May 2007 , pp. 176-196(21)

Publisher: Blackwell Publishing

Non-linear long horizon returns predictability: evidence from six south-east Asian markets

Authors: McMillan, David; Speight, Alan

Source: Financial Engineering and the Japanese Markets, Volume 13, Number 2, June 2006 , pp. 95-111(17)

Publisher: Springer

Noise Trading and the Management of Operational Risk; Firms, Traders and Irrationality in Financial Markets

Authors: Willman, Paul; Fenton-O'Creevy, Mark; Nicholson, Nigel; Soane, Emma

Source: Journal of Management Studies, Volume 43, Number 6, September 2006 , pp. 1357-1374(18)

Publisher: Blackwell Publishing

A test of US equity market reaction to surprises in an era of high trading volume

Authors: Ajayi, Richard A.; Mehdian, Seyed; Perry, Mark J.

Source: Applied Financial Economics, Volume 16, Number 6, 15 March 2006 , pp. 461-469(9)

Publisher: Routledge, part of the Taylor & Francis Group

Securities Transaction Tax and Market Volatility

Authors: Song, Frank M.; Zhang, Junxi

Source: The Economic Journal, Volume 115, Number 506, October 2005 , pp. 1103-1120(18)

Publisher: Blackwell Publishing

WHO ARE THE NOISE TRADERS?

Authors: Hughen, J. Christopher; McDonald, Cynthia G.

Source: The Journal of Financial Research, Volume 28, Number 2, June 2005 , pp. 281-298(18)

Publisher: Blackwell Publishing

WHEN-ISSUED SHARES, SMALL TRADES, AND THE VARIANCE OF RETURNS AROUND STOCK SPLITS

Authors: James J. Angel; Raymond M. Brooks; Prem G. Mathew

Source: The Journal of Financial Research, Volume 27, Number 3, September 2004 , pp. 415-433(19)

Publisher: Blackwell Publishing

Informed manipulation

Authors: Chakraborty A.; Yilmaz B.

Source: Journal of Economic Theory, Volume 114, Number 1, January 2004 , pp. 132-152(21)

Publisher: Elsevier

Non-linear Predictability of UK Stock Market Returns

Author: McMillan D.G.

Source: Oxford Bulletin of Economics and Statistics, Volume 65, Number 5, December 2003 , pp. 557-573(17)

Publisher: Blackwell Publishing

Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures

Authors: McMillan D.G.; Speight A.E.H.

Source: Applied Financial Economics, Volume 13, Number 8, August 2003 , pp. 599-607(9)

Publisher: Routledge, part of the Taylor & Francis Group

Specialist participation and limit orders

Authors: Bondarenko O.; Sung J.

Source: Journal of Financial Markets, Volume 6, Number 4, August 2003 , pp. 539-571(33)

Publisher: Elsevier