Search Results

Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data

Authors: Danielsen, Bartley R.; Van Ness, Robert A.; Warr, Richard S.

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 9-10, November/December 2009 , pp. 1273-1293(21)

Publisher: Blackwell Publishing

Does Asymmetric Information Drive Capital Structure Decisions

Authors: Bharath, Sreedhar T.; Pasquariello, Paolo; Wu, Guojun

Source: Review of Financial Studies, Volume 22, Number 8, 29 August 2009 , pp. 3211-3243(33)

Publisher: Oxford University Press

Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading

Authors: Tay, Anthony; Ting, Christopher; Tse, Yiu Kuen; Warachka, Mitch

Source: Journal of Financial Econometrics, Volume 7, Number 3, 10 March 2009 , pp. 288-311(24)

Publisher: Oxford University Press

HIGH AND VOLATILE TREASURY YIELDS IN TANZANIA: THE ROLE OF STRATEGIC BIDDING AND AUCTION MICROSTRUCTURE

Authors: abbas, sm ali; sobolev, yuri v.

Source: South African Journal of Economics, Volume 77, Number 2, June 2009 , pp. 257-281(25)

Publisher: Blackwell Publishing

Volatility in Exchange Rate Components and the Volume of International Trade

Author: Tadesse, Bedassa

Source: The International Trade Journal, Volume 23, Number 2, April 2009 , pp. 110-141(32)

Publisher: Routledge, part of the Taylor & Francis Group

An Analysis of the Magnet Effect under Price Limits

Authors: YAN DU, DAPHNE; LIU, QIANQIU; RHEE, S. GHON

Source: International Review of Finance, Volume 9, Numbers 1-2, March/June 2009 , pp. 83-110(28)

Publisher: Blackwell Publishing

Insider trading with correlation between liquidity trading and a public signal

Author: Nishide, Katsumasa

Source: Quantitative Finance, Volume 9, Number 3, April 2009 , pp. 297-304(8)

Publisher: Routledge, part of the Taylor & Francis Group

Intra-day volatility forecasts

Authors: McMillan, David; Garcia, Raquel Quiroga

Source: Applied Financial Economics, Volume 19, Number 8, April 2009 , pp. 611-623(13)

Publisher: Routledge, part of the Taylor & Francis Group

International market structure: global problems and micro solutions

Author: Pagano, Michael S.

Source: International Journal of Managerial Finance, Volume 5, Number 1, 2009 , pp. 5-15(11)

Publisher: Emerald Group Publishing Limited

Market making in international capital markets: Challenges and benefits of its implementation in emerging markets

Authors: Charitou, Andreas; Panayides, Marios

Source: International Journal of Managerial Finance, Volume 5, Number 1, 2009 , pp. 50-80(31)

Publisher: Emerald Group Publishing Limited

A Manipulator Can Aid Prediction Market Accuracy

Authors: HANSON, ROBIN; OPREA, RYAN

Source: Economica, Volume 76, Number 302, April 2009 , pp. 304-314(11)

Publisher: Blackwell Publishing

Estimation and Testing for Dependence in Market Microstructure Noise

Authors: Ubukata, Masato; Oya, Kosuke

Source: Journal of Financial Econometrics, Volume 7, Number 2, 9 December 2009 , pp. 106-151(46)

Publisher: Oxford University Press

A traceable fabrication process for X-ray LIGA: easier access for industry

Author: Lawes, Ron A.

Source: International Journal of Nanomanufacturing, Volume 2, Number 6, 12 February 2009 , pp. 572-582(11)

Publisher: Inderscience Publishers

Are Liquidity and Information Risks Priced in the Treasury Bond Market?

Authors: LI, HAITAO; WANG, JUNBO; WU, CHUNCHI; HE, YAN

Source: The Journal of Finance, Volume 64, Number 1, February 2009 , pp. 467-503(37)

Publisher: Blackwell Publishing

Effect of salting processes on chemical composition, textural properties and microstructure of duck egg

Authors: Kaewmanee, Thammarat; Benjakul, Soottawat; Visessanguan, Wonnop

Source: Journal of the Science of Food and Agriculture, Volume 89, Number 4, 15 March 2009 , pp. 625-633(9)

Publisher: John Wiley & Sons, Ltd.

Effect of process parameters and coating microstructure on powdering behaviour of galvannealed steel sheets

Author: Chattopadhyay, A.

Source: Ironmaking & Steelmaking, Volume 36, Number 2, February 2009 , pp. 141-144(4)

Publisher: Maney Publishing

“Right-First-Time” Production: A Reality or a Myth?

Authors: Mahfouf, Mahdi; Gama, Miguel Angel; Panoutsos, George

Source: Materials and Manufacturing Processes, Volume 24, Number 1, January 2009 , pp. 78-82(5)

Publisher: Taylor and Francis Ltd

Time-Varying Arrival Rates of Informed and Uninformed Trades

Authors: Easley, David; Engle, Robert F.; O'Hara, Maureen; Wu, Liuren

Source: Journal of Financial Econometrics, Volume 6, Number 2, 21 February 2008 , pp. 171-207(37)

Publisher: Oxford University Press

Modeling a Multivariate Transaction Process

Author: Nolte, Ingmar

Source: Journal of Financial Econometrics, Volume 6, Number 1, 28 November 2008 , pp. 143-170(28)

Publisher: Oxford University Press

Tribological properties and processing challenges of bulk structural ceramic nanomaterials

Author: Mukhopadhyay, A.

Source: Tribology - Materials, Surfaces & Interfaces, Volume 2, Number 3, September 2008 , pp. 169-184(16)

Publisher: Maney Publishing