create a website

Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:43:y:2014:i:2:p:211-244.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 66

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Corporate culture and investment inefficiency. (2024). Guo, Chiquan ; Rabarison, Monika K ; Hossain, Md Noman.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006689.

    Full description at Econpapers || Download paper

  2. The SOX 404 control audit and the effectiveness of additional audit effort in lowering the risk of financial misstatements. (2020). Yang, Rong ; Sun, Lili ; Raman, K K ; Li, Chan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00814-7.

    Full description at Econpapers || Download paper

  3. Fair value and economic consequences of financial restatements. (2020). Feng, Zhi-Yuan Andy ; Huang, Hua-Wei Solomon ; Zaher, Angie Abdel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319300169.

    Full description at Econpapers || Download paper

  4. The effect of restatements on trading volume reactions to earnings announcements. (2018). Yu, Lin-Hui ; Ye, Chunlai.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0626-0.

    Full description at Econpapers || Download paper

  5. Accounting quality, bank monitoring, and performance pricing loans. (2017). Hu, Yan ; Mao, Connie .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0601-1.

    Full description at Econpapers || Download paper

  6. The impact of SEC investigations and accounting and auditing enforcement releases on firms’ cost of equity capital. (2016). Nicholls, Curtis .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-014-0494-9.

    Full description at Econpapers || Download paper

  7. Earnings Management, Annual Report Patch and Accounting Comparability. (2016). Yang, Zhonghai ; Li, Yingmei ; Zhou, Shasha ; Su, Roger.
    In: International Journal of Business and Management.
    RePEc:ibn:ijbmjn:v:11:y:2016:i:10:p:51.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Admati AR, Pfleiderer P (1988) A theory of intraday patterns: volume and price variability. Rev Financ Stud 1(1):3–40.

  2. Affleck-Graves J, Shantaram HP, Miller RE (1994) Trading mechanisms and the components of the bid-ask spread. J Financ 49:1471–1488.

  3. Amihud Y, Mendelson H (1980) Dealership market: market-making with inventory. J Financ Econ 8:31–53.

  4. Anderson KL, Yohn TL (2002) The effect of 10-K restatements on firm value, information asymmetries and investors’ reliance on earnings. Working paper, Georgetown University.
    Paper not yet in RePEc: Add citation now
  5. Bessembinder H, Kaufman HM (1997) A comparison of trade execution costs for NYSE and NASDAQ-listed stocks. J Financ Quant Anal 32:287–310.

  6. Biais B (1993) Price formation and liquidity in fragmented and centralized markets. J Financ 45:157–185.

  7. Bockus K, Gigler F (1998) A theory of auditor resignation. J Account Res 36(3):191–208.

  8. Christie WG, Huang R (1994) Market structures and liquidity: a transactions data study of exchange listings. J Financ Intermed 3(3):300–326.

  9. Christie WG, Schultz P (1994) Why do Nasdaq market makers avoid odd-eighth quotes? J Financ 49:1813–1840.

  10. Chung F, Van Ness R, Van Ness B (2003) Trading cost and quote clustering on the NYSE and NASDAQ after decimalization. J Financ Res 27:309–328.
    Paper not yet in RePEc: Add citation now
  11. Conrad J, Niden C (1992) Order flow: trading costs and corporate acquisition announcement. Financ Manag 21(4):22–31.

  12. Copeland T (1976) A model of asset trading under the assumption of sequential information arrival. J Financ 31(4):1149–1168.

  13. DeFond ML, Francis JR, Hu X (2008) The geography of auditor independence and SEC enforcement. Working paper, University of Southern California.
    Paper not yet in RePEc: Add citation now
  14. Desai H, Hogan C, Wilkins M (2006) The reputational penalty for aggressive accounting: earnings restatements and management turnover. Account Rev 81:83–112.
    Paper not yet in RePEc: Add citation now
  15. Diamond D (1985) Optimal release of information by firms. J Financ 40(4):1071–1094.

  16. Easley D, O’Hara M (1987) Price, trade size and information in securities market. J Financ Econ 19(1):69–90.

  17. Easley D, O’Hara M (2004) Information and the cost of capital. J Financ 59:1553–1583.

  18. Erickson M, Hanlon M, Maydew E (2004) How much will firms pay for earnings that do not exist? Evidence of taxes paid on allegedly fraudulent earnings. Account Rev 79:387–408.
    Paper not yet in RePEc: Add citation now
  19. Ertimur Y (2004) Accounting numbers and information asymmetry: evidence from loss firms. Working paper, Stanford University.
    Paper not yet in RePEc: Add citation now
  20. Files R (2012) SEC enforcement: does forthright disclosure and cooperation really matter? J Account Econ 53(1):353–374.

  21. Garber KD, Silber WL (1979) Structural organization of secondary markets: clearing frequency, dealer activity and liquidity risk. J Financ 34:577–593.

  22. General Accounting Office (2002) Financial statement restatements: trends, market impacts, regulatory responses and remaining challenges. Washington, DC, GAO-03-138.
    Paper not yet in RePEc: Add citation now
  23. General Accounting Office (2006) Financial statement restatements: updates of public companies trends, market impacts, regulatory enforcement actions. Washington, DC, GAO-06-678.
    Paper not yet in RePEc: Add citation now
  24. Glosten L, Milgrom P (1985) Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders. J Financ Econ 14(1):71–100.

  25. Ho T, Stoll HR (1980) On dealer markets under competition. J Financ 35:259–267.

  26. Ho T, Stoll HR (1981) Optimal dealer pricing under transactions and return uncertainty. J Financ Econ 9:47–73.

  27. Hranaiova J, Byers SL (2007) Changes in market responses to financial statement restatements announcements in the Sarbanes–Oxley era. Working paper, PCAOB.
    Paper not yet in RePEc: Add citation now
  28. Hribar P, Jenkins N (2004) The effect of accounting restatement on earnings revisions and the estimated cost of capital. Rev Account Stud 9:337–356.
    Paper not yet in RePEc: Add citation now
  29. Huang RD, Stoll HR (1996) Dealer versus auction markets: a paired comparison of execution costs on NASDAQ and the NYSE. J Financ Econ 41:313–357.

  30. Huang Y, Scholz S (2012) Evidence on the association between financial restatements and auditor resignations. Account Horiz 26(3):439–464.
    Paper not yet in RePEc: Add citation now
  31. Jain P, Kim J (2006) Investor recognition, liquidity, and exchange listings in the reformed markets. Financ Manage 35(2):21–42.

  32. Kim O, Verrecchia R (1991a) Market reaction to anticipated announcements. J Financ Econ 30:273–309.
    Paper not yet in RePEc: Add citation now
  33. Kim O, Verrecchia R (1991b) Trading volume and price reactions to public announcements. J Account Res 29:302–321.

  34. Kim O, Verrecchia R (1994) Market liquidity and volume around earnings announcement. J Account Econ 17:41–67.
    Paper not yet in RePEc: Add citation now
  35. Kim O, Verrecchia R (1997) Pre-announcement and event period private information. J Account Econ 24:395–419.
    Paper not yet in RePEc: Add citation now
  36. Krishnan J, Krishnan J (1997) Litigation risk and auditor resignations. Account Rev 72(4):539–560.
    Paper not yet in RePEc: Add citation now
  37. Kyle A (1985) Continuous auctions and insider trading. Econometrica 53(6):1315–1335.

  38. Lambert R, Christian L, Verrecchia R (2007) Accounting information, disclosure, the cost of capital. J Account Res 45:385–420.

  39. Lee C, Mucklow B, Ready M (1993) Spread depths and the impact of earnings information: an intraday analysis. Rev Financ Stud 6:345–374.
    Paper not yet in RePEc: Add citation now
  40. Lee C, Ready M (1991) Inferring trading direction from intraday data. J Financ 51:1523–1535.
    Paper not yet in RePEc: Add citation now
  41. Lin JC, Sanger GC, Booth GG (1995) Trade size and components of the bid-ask spread. Rev Financ Stud 8:1153–1183.

  42. Moore E, Pleiffer R (2009) The effects of financial statements restatements on firm’s financial reporting strategies. Working paper, Lehigh University and Texas Christian University.
    Paper not yet in RePEc: Add citation now
  43. Palmrose ZV, Richardson V, Scholz S (2004) The determinants of market reactions to restatement announcements. J Account Econ 37:59–89.

  44. Palmrose ZV, Scholz S (2004) The circumstances and legal consequences of non-GAAP reporting: evidence from restatements. Contemp Account Res 21:139–180.
    Paper not yet in RePEc: Add citation now
  45. Peterson K (2012) Accounting complexity, misreporting, and the consequences of misreporting. Rev Account Stud 17:72–95.
    Paper not yet in RePEc: Add citation now
  46. Pratt J, Stice JD (1994) The effect of client characteristics on auditor litigation risk adjustments, required audit evidence and recommended audit fees. Account Rev 69(4):639–656.
    Paper not yet in RePEc: Add citation now
  47. Richardson S, Tuna I, Wu M (2002). Predicting earnings management: the case of earnings restatements. Working paper, University of Pennsylvania and Hong Kong University of Science and Technology.
    Paper not yet in RePEc: Add citation now
  48. Richardson V (2000) Information asymmetry and earnings management: some evidence. Rev Quant Financ Account 15(4):325–347.

  49. Richardson V, Waegelein J (2002) The influence of long-term performance plans on earnings management and firm performance. Rev Quant Financ Account 18(2):161–183.

  50. Roll R (1984) A simple measure of the bid-ask spread in an efficient market. J Financ 39:1127–1139.

  51. Scholz S (2008) The changing nature and consequences of public company financial restatements: 1998–2006. Treasury Department Report.
    Paper not yet in RePEc: Add citation now
  52. Shu S (2000) Auditor resignations: clientele effects and legal liability. J Account Econ 29(2):173–205.

  53. Srinivasan S (2005) Consequences of financial reporting failure for outside directors: evidence from accounting restatements and audit committee members. J Account Res 43:291–334.

  54. Stickney C, Brown P, Wahlen J (2006). Financial reporting, financial statement analysis and valuation: a strategic perspective, 6th edn. Cengage Learning Publisher.
    Paper not yet in RePEc: Add citation now
  55. Stoll H (1989) Inferring the components of the bid-ask spread. J Financ 44:115–134.

  56. Stoll H, Whaley R (1990) Stock market structure and volatility. Rev Financ Stud 3:37–71.

  57. Tinic S, West R (1972) Competition and pricing of dealer services in the over-the counter markets. J Financ Quant Anal 7(3):1707–1727.

  58. Van Ness BF, Van Ness R, Warr R (1999) Is the adverse selection component really higher on the NYSE/AMEX than on the NASDAQ. J Bus Financ Account 29:807–824.
    Paper not yet in RePEc: Add citation now
  59. Verrecchia RE (1981) On the relationship between volume reaction and consensus of investors: implications for interpreting tests of information content. J Account Res 19(1):271–283.

  60. Verrecchia RE (1982) Information acquisition in a noisy rational expectation economy. Econometrica 50(1):1414–1430.

  61. Wang YF, Yu HC (2008) Do restatement really increase substantially after the SOX? How does the stock market react to them? Working paper, National Chengchi University.
    Paper not yet in RePEc: Add citation now
  62. Welker M (1995) Disclosure policy, information asymmetry and liquidity in equity markets. Contem Account Res 11:801–827.
    Paper not yet in RePEc: Add citation now
  63. Weston JP (2000) Competition on the NASDAQ and the impact of recent market reforms. J Financ 55:2565–2598.

  64. White H (1980) A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48(4):817–838.

  65. Wu M (2002) Earnings restatements: a capital market perspective. Working paper, New York University.
    Paper not yet in RePEc: Add citation now
  66. Yohn T (1998) Information asymmetry around earnings announcement. Rev Quant Financ Account 11(2):165–182.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:22:y:2009:i:11:p:4601-4641.

    Full description at Econpapers || Download paper

  2. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Halling, Michael.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:129.

    Full description at Econpapers || Download paper

  3. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0506006.

    Full description at Econpapers || Download paper

  4. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11444.

    Full description at Econpapers || Download paper

  5. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11047.

    Full description at Econpapers || Download paper

  6. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:281.

    Full description at Econpapers || Download paper

  7. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005443.

    Full description at Econpapers || Download paper

  8. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-3.

    Full description at Econpapers || Download paper

  9. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0411012.

    Full description at Econpapers || Download paper

  10. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
    In: Finance.
    RePEc:wpa:wuwpfi:0305006.

    Full description at Econpapers || Download paper

  11. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
    In: Economics Papers.
    RePEc:nuf:econwp:045.

    Full description at Econpapers || Download paper

  12. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-6.

    Full description at Econpapers || Download paper

  13. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:579.

    Full description at Econpapers || Download paper

  14. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:755.

    Full description at Econpapers || Download paper

  15. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-16.

    Full description at Econpapers || Download paper

  16. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0307014.

    Full description at Econpapers || Download paper

  17. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Adrangi, B. ; Chatrath, A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:655-664.

    Full description at Econpapers || Download paper

  18. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

    Full description at Econpapers || Download paper

  19. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9426.

    Full description at Econpapers || Download paper

  20. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:491-531.

    Full description at Econpapers || Download paper

  21. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
    In: Discussion Paper Series.
    RePEc:huj:dispap:dp321.

    Full description at Econpapers || Download paper

  22. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0017.

    Full description at Econpapers || Download paper

  23. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-276.

    Full description at Econpapers || Download paper

  24. When is inter-transaction time informative?. (2003). Furfine, Craig.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-04.

    Full description at Econpapers || Download paper

  25. Transmission of information across international equity markets. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:759.

    Full description at Econpapers || Download paper

  26. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:502.

    Full description at Econpapers || Download paper

  27. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
    In: Finance.
    RePEc:wpa:wuwpfi:0207017.

    Full description at Econpapers || Download paper

  28. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
    In: Finance.
    RePEc:wpa:wuwpfi:0201003.

    Full description at Econpapers || Download paper

  29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
    In: Econometrics.
    RePEc:wpa:wuwpem:0201003.

    Full description at Econpapers || Download paper

  30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

    Full description at Econpapers || Download paper

  31. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_42.

    Full description at Econpapers || Download paper

  32. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
    In: Memorandum.
    RePEc:hhs:osloec:2000_029.

    Full description at Econpapers || Download paper

  33. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:2000:i:jun:p:89-112:n:44.

    Full description at Econpapers || Download paper

  34. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0599.

    Full description at Econpapers || Download paper

  35. Private Information and Trade Timing. (2000). Smith, Lones.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1012-1018.

    Full description at Econpapers || Download paper

  36. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
    In: Finance.
    RePEc:wpa:wuwpfi:9904002.

    Full description at Econpapers || Download paper

  37. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:5:y:1999:i:2:p:123-139.

    Full description at Econpapers || Download paper

  38. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7337.

    Full description at Econpapers || Download paper

  39. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9918.

    Full description at Econpapers || Download paper

  40. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
    In: CRSP working papers.
    RePEc:wop:chispw:470.

    Full description at Econpapers || Download paper

  41. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
    In: Research Paper.
    RePEc:fip:fednrp:9813.

    Full description at Econpapers || Download paper

  42. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-270.

    Full description at Econpapers || Download paper

  43. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5936.

    Full description at Econpapers || Download paper

  44. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0191.

    Full description at Econpapers || Download paper

  45. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:97-04.

    Full description at Econpapers || Download paper

  46. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
    In: Working Papers.
    RePEc:wop:astewp:9601.

    Full description at Econpapers || Download paper

  47. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5479.

    Full description at Econpapers || Download paper

  48. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
    In: Finance.
    RePEc:wpa:wuwpfi:9507009.

    Full description at Econpapers || Download paper

  49. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
    In: Finance.
    RePEc:wpa:wuwpfi:9507008.

    Full description at Econpapers || Download paper

  50. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0044.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:21:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.