| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Bid-ask spread dynamics in foreign exchange markets |
0 |
0 |
0 |
30 |
4 |
4 |
12 |
79 |
| Calendar effects and the pricing of risk: the UK evidence |
0 |
0 |
0 |
8 |
3 |
4 |
6 |
41 |
| Changes in the Comovement of European Equity Markets |
0 |
0 |
0 |
0 |
2 |
4 |
10 |
253 |
| Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices |
0 |
0 |
0 |
1 |
3 |
6 |
17 |
22 |
| Cost of capital changes, the quality of trading information and market architecture |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
14 |
| Earnings and hindsight bias: An experimental study |
0 |
0 |
0 |
11 |
3 |
3 |
11 |
58 |
| Efficiency and the trading system: The case of SETSmm |
0 |
0 |
0 |
24 |
2 |
4 |
11 |
136 |
| Equity market integration in the Asia-Pacific region: A smooth transition analysis |
0 |
0 |
0 |
80 |
0 |
3 |
8 |
191 |
| Evaluating spread models with a basket security |
0 |
1 |
1 |
9 |
3 |
8 |
12 |
50 |
| Exchange controls and European stock market integration |
0 |
1 |
1 |
41 |
3 |
5 |
11 |
153 |
| Exchange controls and the transmission of equity market volatility: the case of the UK |
0 |
0 |
0 |
17 |
2 |
3 |
6 |
96 |
| Explaining turn of the year order flow imbalance |
0 |
0 |
0 |
5 |
3 |
8 |
17 |
51 |
| Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components |
0 |
0 |
1 |
65 |
2 |
3 |
10 |
214 |
| Illiquidity shocks and the comovement between stocks: New evidence using smooth transition |
0 |
0 |
0 |
2 |
4 |
5 |
15 |
24 |
| Interdependence of international equity market volatility |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
88 |
| Intraday patterns in London listed Exchange Traded Funds |
0 |
1 |
1 |
20 |
1 |
18 |
33 |
114 |
| Market quality changes in the London Stock Market |
0 |
0 |
1 |
43 |
0 |
0 |
7 |
166 |
| Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets |
0 |
0 |
0 |
139 |
0 |
0 |
7 |
332 |
| Momentum profits and macroeconomic factors |
0 |
0 |
0 |
69 |
2 |
2 |
7 |
253 |
| Momentum profits following bull and bear markets |
0 |
0 |
1 |
7 |
5 |
7 |
15 |
30 |
| Momentum profits in alternative stock market structures |
0 |
0 |
0 |
14 |
1 |
2 |
7 |
116 |
| Noise and the Trading Mechanism: the Case of SETS |
0 |
0 |
0 |
28 |
5 |
6 |
14 |
95 |
| OPENING RETURNS, NOISE, AND OVERREACTION |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
16 |
| Portfolio diversification and filter rule profits |
0 |
0 |
0 |
26 |
3 |
4 |
5 |
93 |
| Portfolio size, non-trading frequency and portfolio return autocorrelation |
0 |
0 |
0 |
9 |
1 |
3 |
7 |
55 |
| Price synchronicity: The closing call auction and the London stock market |
0 |
0 |
0 |
41 |
4 |
5 |
8 |
224 |
| Serial correlation in the returns of UK capitalization based portfolios |
0 |
0 |
0 |
20 |
2 |
3 |
6 |
113 |
| Testing for market segmentation in the A and B share markets of China |
0 |
0 |
0 |
45 |
1 |
2 |
6 |
196 |
| The Microstructure of the Irish Stock Market |
0 |
0 |
0 |
8 |
2 |
2 |
5 |
47 |
| The adverse selection component of exchange traded funds |
0 |
0 |
0 |
68 |
2 |
4 |
12 |
219 |
| The effect of security and market order flow shocks on co-movement |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
107 |
| The effects of non-trading on the illiquidity ratio |
0 |
0 |
1 |
9 |
3 |
7 |
12 |
67 |
| The effects of universal futures on opening and closing returns |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
49 |
| The impact of the closing call auction: an examination of effects in London |
0 |
0 |
0 |
32 |
6 |
6 |
15 |
107 |
| The leverage effect in the UK stock market |
0 |
0 |
0 |
289 |
1 |
2 |
12 |
981 |
| The propensity to hedge using futures contracts: the case of potato futures contracts |
0 |
0 |
0 |
44 |
1 |
4 |
13 |
291 |
| The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International |
0 |
0 |
0 |
39 |
0 |
0 |
5 |
144 |
| Trading Patterns and Market Integration in Overlapping Experimental Asset Markets |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
47 |
| Trading activity around chapter 11 filing |
0 |
0 |
0 |
1 |
2 |
3 |
8 |
11 |
| Volatility changes in drachma exchange rates |
0 |
0 |
0 |
15 |
3 |
3 |
7 |
138 |
| Volatility transmission in the UK equity market |
0 |
1 |
1 |
6 |
1 |
2 |
4 |
35 |
| Volatility, Leverage and Firm Size: The U.K. Evidence |
0 |
0 |
0 |
0 |
3 |
4 |
7 |
461 |
| Total Journal Articles |
0 |
4 |
8 |
1,306 |
87 |
159 |
399 |
5,977 |