Search Results

European investment fund flows and financial stability

Author: Bengtsson, Elias

Source: Journal of Asset Management, Volume 10, Number 5, December 2009 , pp. 293-304(12)

Publisher: Palgrave Macmillan

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

On the relationship between trading volume and stock price volatility in CASE

Authors: Girard, Eric; Omran, Mohammed

Source: International Journal of Managerial Finance, Volume 5, Number 1, 2009 , pp. 110-134(25)

Publisher: Emerald Group Publishing Limited

Thin-Trading Effects in Beta: Bias v. Estimation Error

Authors: Sercu, Piet; Vandebroek, Martina; Vinaimont, Tom

Source: Journal of Business Finance & Accounting, Volume 35, Numbers 9-10, November/December 2008 , pp. 1196-1219(24)

Publisher: Blackwell Publishing

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

Nonlinear short-run adjustments in US stock market returns

Authors: Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-Chung; Chiu, Chi-Chen

Source: Applied Financial Economics, Volume 18, Number 13, July 2008 , pp. 1075-1083(9)

Publisher: Routledge, part of the Taylor & Francis Group

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

Is stock price a good measure for assessing value-relevance of earnings? An empirical test

Authors: Dontoh, Alex; Radhakrishnan, Suresh; Ronen, Joshua

Source: Review of Managerial Science, Volume 1, Number 1, April 2007 , pp. 3-45(43)

Publisher: Springer

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

Time lags in fund of funds

Authors: Louargant, Christine; Neuberg, Luc; Terraza, Virginie

Source: Derivatives Use, Trading Regulation, Volume 12, Number 3, November 2006 , pp. 190-199(10)

Publisher: Palgrave Macmillan

DELEGATED PORTFOLIO MANAGEMENT: A SURVEY OF THE THEORETICAL LITERATURE

Author: Stracca, Livio

Source: Journal of Economic Surveys, Volume 20, Number 5, December 2006 , pp. 823-848(26)

Publisher: Blackwell Publishing

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

Retail Investor Sentiment and Return Comovements

Authors: KUMAR, ALOK; LEE, CHARLES M.C.

Source: The Journal of Finance, Volume 61, Number 5, October 2006 , pp. 2451-2486(36)

Publisher: Blackwell Publishing

Market trader heterogeneity and high frequency volatility dynamics: further evidence from intra-day FTSE-100 futures data

Authors: McMillan, David G.; Speight, Alan E. H.

Source: Applied Financial Economics Letters, Volume 2, Number 2, March 2006 , pp. 99-103(5)

Publisher: Routledge, part of the Taylor & Francis Group

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

Short-term Dynamics in the Cyprus Stock Exchange

Authors: Koutmos, Gregory; Pericli, Andreas; Trigeorgis, Lenos

Source: The European Journal of Finance, Volume 12, Number 3, April 2006 , pp. 205-216(12)

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