1. Corporate Fraud Detection in Rich-yet-Noisy Financial Graph. (2025). Li, Wenzhon ; Nguyen, Cam-Tu ; Fang, Libing ; Zhang, Zhibo ; Wang, Shiqi.
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2. Emerging stock market reactions to shocks during various crisis periods. (2022). Debnath, Gouranga Chandra ; Wang, Shouyang ; Bhowmik, Roni.
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3. The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies. (2021). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; de Souza, Gerson.
   In: Finance Research Letters.
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4. Risk-Return Dynamics of Cross-listed Stocks. (2017). Yang, Mingjing.
   In: Accounting and Finance Research.
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5. Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura .
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

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6. Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Chen, Zhihua ; Liu, Xueyong ; Feng, Sida ; Wen, Shaobo ; An, Haizhong.
   In: Physica A: Statistical Mechanics and its Applications.
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7. Dynamics of volatility behaviour and transmission: evidences from BRICS countries. (2016). Narula, Isha.
   In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
   RePEc:spr:decisn:v:43:y:2016:i:1:d:10.1007_s40622-015-0119-8.

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8. Capital structure of Chinese listed SMEs: an agency theory perspective. (2016). Newman, Alexander ; Huang, Wei ; Boateng, Agyenim.
   In: Small Business Economics.
   RePEc:kap:sbusec:v:47:y:2016:i:2:d:10.1007_s11187-016-9729-6.

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9. Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets. (2016). Bhuyan, Rafiqul ; Robbani, Mohammad G ; Talukdar, Bakhtear ; Jain, Ajeet.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:46:y:2016:i:c:p:180-195.

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10. Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587.

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11. Empirical Investigation of Herding Behavior in East Asian Stock Markets Toward the U.S. Market. (2015). Lee, Chien-Chiang ; Lai, Show-Yen ; Yang, Shih-Jui ; Hsu, Ai-Chi.
    In: The International Journal of Business and Finance Research.
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12. Do DOW returns really influence the intraday Spanish stock market behavior?. (2015). Miralles Quirós, José ; Daza-Izquierdo, Julio ; Miralles-Quiros, Jose Luis.
    In: Research in International Business and Finance.
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13. Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.

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14. Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers. (2014). Skintzi, Vasiliki ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
    In: International Review of Financial Analysis.
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15. Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets. (2014). Bekiros, Stelios.
    In: The North American Journal of Economics and Finance.
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16. Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis. (2013). Ramírez Hassan, Andrés ; Pantoja, Javier ; Robayo, Javier Pantoja ; Ramirezhassan, Andres.
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17. Is VIX an investor fear gauge in BRIC equity markets?. (2012). Sarwar, Ghulam.
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18. Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect. (2010). Miralles Marcelo, Jose ; Miralles Quirós, José ; Maria del Mar Miralles-Quiros, ; Miralles-Marcelo, Jose Luis.
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19. Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan. (2010). Wang, Peijie.
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20. Financial Market Dynamics in an Enlarged European Union. (2009). Kenourgios, Dimitris ; Samitas, Aristeidis.
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21. Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market. (2008). Chen, Shyh-Wei.
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22. Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market. (2008). Chen, Shyh-Wei.
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23. Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities. (2007). Yang, Sheng-Yung.
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24. Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna.
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25. Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). SYRIOPOULOS, THEODOROS.
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26. Portfolio implications of systemic crises. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees.
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27. Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities. (2005). Shamiri, Ahmed ; Hassan, Abu.
    In: Econometrics.
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2. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Halling, Michael.
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3. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
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4. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
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5. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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6. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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7. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta.
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8. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
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9. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
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10. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
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11. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
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12. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
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13. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
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14. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick.
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15. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
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16. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
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17. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Adrangi, B. ; Chatrath, A..
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18. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
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19. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
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20. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge .
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21. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
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22. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
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23. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
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24. When is inter-transaction time informative?. (2003). Furfine, Craig.
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25. Transmission of information across international equity markets. (2003). Wongswan, Jon.
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26. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
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27. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
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28. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
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29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
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30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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31. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
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32. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
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33. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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34. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
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35. Private Information and Trade Timing. (2000). Smith, Lones.
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36. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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37. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
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38. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
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39. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
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40. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
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41. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
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42. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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43. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
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44. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
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45. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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46. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
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47. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
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48. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
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49. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
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50. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik.
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