1. Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza.
   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0.

   Full description at Econpapers || Download paper

1. Admati, A., & Pfleiderer, P. (1988). A theory of intraday patterns: Volume and price variability. Review of Financial Studies, 1(1), 3–40.

2. Alpert, M., & Raiffa, H. (1982). A progress report on the training of probability assessors. In D. Kahneman, P. Slovic, & A. Tversky (Eds.), Judgment under uncertainty: Heuristics and biases (pp. 294–305). Cambridge: Cambridge University Press.
   Paper not yet in RePEc: Add citation now
   

3. Benos, A. V. (1998). Aggressiveness and survival of overconfident traders. Journal of Financial Markets, 1(3–4), 353–383.

4. Bera, A., Jarque, C., & Lee, L. (1984). Testing the normality assumption in limited dependent variable models. International Economic Review, 25(3), 563–578.

5. Bertella, M. A., Silva, J. N., & Stanley, H. E. (2020). Loss aversion, overconfidence and their effects on a virtual stock exchange. Physica A: Statistical Mechanics and its Applications, 554, 123909.

6. Bessembinder, H., Chan, K., & Seguin, P. J. (1996). An empirical examination of information, differences of opinion, and trading activity. Journal of Financial Economics, 40(1), 105–134.

7. Black, E. L., Gruo, J., Hu, N., & Nanos, E. V. (2017). Uncertainty triggers overreaction: Evidence from corporate takeovers. The European Journal of Finance, 23(14), 1362–1389.

8. Chen, Q., Goldstein, I., & Jiang, W. (2007). Price informativeness and investment sensitivity to stock price. The Review of Financial Studies, 20(3), 619–650.

9. Cheng, P. Y. K. (2007). The trader interaction effect on the impact of overconfidence on trading performance: An empirical study. Journal of Behavioral Finance, 8(2), 59–69.
   Paper not yet in RePEc: Add citation now
   

10. Chuang, W. I., & Lee, B. S. (2006). An empirical evaluation of the overconfidence hypothesis. Journal of Banking and Finance, 30(9), 2489–2515.

11. Chuang, W. I., & Susmel, R. (2011). Who is the more overconfident trader? Individual vs. institutional investors. Journal of Banking and Finance, 35(7), 1626–1644.

12. Crouch, R. L. (1970a). A nonlinear test of the random‐walk hypothesis. American Economic Review, 60(1), 199–202.

13. Crouch, R. L. (1970b). The volume of transactions and price changes on the New York stock exchange. Financial Analysts Journal, 26(4), 104–109.
    Paper not yet in RePEc: Add citation now
    
14. Czaja, D., & Röder, F. (2020). Self‐attribution bias and overconfidence among nonprofessional traders. The Quarterly Review of Economics and Finance, 78, 186–198.
    Paper not yet in RePEc: Add citation now
    

15. Daniel, K., & Hirshleifer, D. (2015). Overconfident investors, predictable returns, and excessive trading. Journal of Economic Perspectives, 29(4), 61–88.

16. Daniel, K., Hirshleifer, D., & Subrahmanyam, A. (1998). Investor psychology and security market under and overreactions. Journal of Finance, 53(6), 1839–1885.

17. Darrat, A. F., Zhong, M., & Cheng, L. T. W. (2007). Intraday volume and volatility relations with and without public news. Journal of Banking and Finance, 31(9), 2711–2729.

18. Deaves, R., Lüders, E., & Luo, R. (2008). An experimental test of the impact of overconfidence and gender on trading activity. Review of Finance, 13(3), 555–575.
    Paper not yet in RePEc: Add citation now
    

19. Deaves, R., Lüders, E., & Schröder, M. (2010). The dynamics of overconfidence: Evidence from stock market forecasters. Journal of Economic Behavior & Organization, 75(3), 402–412.

20. Durnev, A., Morck, R., & Yeung, B. (2004). Value enhancing capital budgeting and firm‐specific stock return variation. Journal of Finance, 59(1), 65–105.

21. Durnev, A., Morck, R., Yeung, B., & Zarowin, P. (2003). Does greater firm‐specific return variation mean more or less informed stock pricing? Journal of Accounting Research, 41(5), 797–836.

22. Erdelyi, M., Buschke, H., & Finkelstein, S. (1977). Hypermnesia for socratic stimuli: The growth of recall for an internally generated memory list abstracted from a series of riddles. Memory & Cognition, 5(3), 283–286.
    Paper not yet in RePEc: Add citation now
    

23. Feld, J., Sauermann, J., & Grip, A. (2017). Estimating the relationship between skill and overconfidence. Journal of Behavioral and Experimental Economics, 68, 18–24.

24. Fischhoff, B., Slovic, P., & Lichtenstein, S. (1977). Knowing with certainty: The appropriateness of extreme confidence. Journal of Experimental Psychology: Human Perception and Performance, 3(4), 552–564.
    Paper not yet in RePEc: Add citation now
    

25. Gallant, A. R., Rossi, P. E., & Tauchen, G. (1992). Stock prices and volume. The Review of Financial Studies, 5(2), 199–242.

26. Gervais, S., & Odean, T. (2001). Learning to be overconfident. The Review of Financial Studies, 14(1), 1–27.

27. Glaser, M., & Weber, M. (2007). Overconfidence and trading volume. Geneva Risk and Insurance Review, 32(1), 1–36.

28. Glaser, M., & Weber, M. (2009). Which past returns affect trading volume? Journal of Financial Markets, 12(1), 1–31.

29. Granger, C. W. J. (1969). Investigating causal relations by econometric models and cross‐spectral methods. Econometrica, 37(3), 424–438.

30. Greenwald, A. G. (1980). The totalitarian ego fabrication and revision of personal history. American Psychologist, 35(7), 603–618.
    Paper not yet in RePEc: Add citation now
    
31. Greenwald, A. G., & Albert, R. D. (1968). Acceptance and recall of improvised arguments. Journal of Personality and Social Psychology, 8(1), 31–34.
    Paper not yet in RePEc: Add citation now
    

32. Griffin, J. M., Nardari, F., & Stulz, R. M. (2007). Do investors trade more when stocks have performed well? Evidence from 46 countries. Review of Financial Studies, 20(3), 905–951.

33. Grossman, S. J., & Stiglitz, J. E. (1980). On the impossibility of informationally efficient markets. American Economic Review, 70(3), 393–408.

34. Harris, M., & Raviv, A. (1993). Differences of opinion make a horse race. Review of Financial Studies, 6(3), 473–506.

35. He, H., & Wang, J. (1995). Differential information and dynamic behavior of stock trading volume. Review of Financial Studies, 8(4), 919–972.

36. Heaney, R., Foster, F. D., Gregor, S., O'Neil, T., & Wood, R. (2007). Volatility in returns from trading. Journal of Behavioral Finance, 8(8), 35–42.
    Paper not yet in RePEc: Add citation now
    

37. Ho, C. M. (2013). Private information, overconfidence and intraday trading behaviour: empirical study of the Taiwan stock market. Applied Financial Economics, 23(4), 325–345.

38. Huang, R., Tan, K. J. K., Sulaeman, J., & Faff, R. (2017). Optimism or over‐precision? What drives the role of overconfidence in managerial decisions? (SSRN working paper).
    Paper not yet in RePEc: Add citation now
    
39. Johnston, W. A. (1967). Individual performance and self‐evaluation in a simulated team. Organizational Behavior and Human Performance, 2(3), 309–328.
    Paper not yet in RePEc: Add citation now
    

40. Karpoff, J. M. (1987). The relation between price changes and trading volume: A survey. Journal of Financial and Quantitative Analysis, 22(1), 109–126.

41. Klayman, J., Soll, J. B., Vallejo, C. G., & Barlas, S. (1999). Overconfidence: It depends on how, what, and whom you ask. Organizational Behavior and Human Decision Processes, 79(3), 216–247.
    Paper not yet in RePEc: Add citation now
    
42. Kruger, J., & Dunning, D. (1999). Unskilled and unaware of it: How difficulties in recognizing one's own incompetence lead to inflated self‐assessments. Journal of Personality and Social Psychology, 77(6), 1121–1134.
    Paper not yet in RePEc: Add citation now
    
43. Lee, B. S., & Rui, M. O. (2001). Empirical identification of non‐information trades using trading volume data. Review of Quantitative Finance and Accounting, 17(4), 327–350.
    Paper not yet in RePEc: Add citation now
    
44. Lichtenstein, S., Fischhoff, B., & Philips, L. D. (1982). Calibration of probabilities: The state of the art to 1980. In D. Kahneman, P. Slovic, & A. Tversky (Eds.), Judgment under uncertainty: Heuristics and biases (pp. 306–334). Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    

45. Liu, H. H., Chuang, W. I., Huang, J. J., & Chen, Y. H. (2016). The overconfident trading behavior of individual versus institutional investors. International Review of Economics and Finance, 45, 518–539.

46. Lo, A. W., & Wang, J. (2000). Trading volume: Definition, data analysis, and implications of portfolio theory. Review of Financial Studies, 13(2), 257–300.

47. Meier, C., & De Mello, L. (2019). Investor overconfidence in experimental asset markets across market states. Journal of Behavioral Finance, 21, 1–16. https://doi.org/10.1080/15427560.2019.1692845.
    Paper not yet in RePEc: Add citation now
    

48. Menkhoff, L., Schmeling, M., & Schmidt, U. (2013). Overconfidence, experience, and professionalism: An experimental study. Journal of Economic Behavior and Organization, 86, 92–101.

49. Merkle, C. (2017). Financial overconfidence over time: Foresight, hindsight, and insight of investors. Journal of Banking and Finance, 84, 68–87.

50. Miller, D., & Ross, M. (1975). Self‐serving biases in attribution of causality: Fact or fiction? Psychological Bulletin, 82(2), 213–225.
    Paper not yet in RePEc: Add citation now
    
51. Morck, R., Yeung, B., & Yu, W. (2000). The information content of stock markets: Why do emerging markets have synchronous stock price movements? Journal of Financial Economics, 58(1–2), 215–260.
    Paper not yet in RePEc: Add citation now
    

52. Odean, T. (1998). Volume, volatility, price, and profit when all traders are above average. Journal of Finance, 53(6), 1887–1934.

53. Odean, T. (1999). Do investors trade too much? American Economic Review, 89(5), 1279–1298.

54. Preston, C. E., & Harris, S. (1965). Psychology of drivers in traffic accidents. Journal of Applied Psychology, 49(4), 284–288.
    Paper not yet in RePEc: Add citation now
    
55. Roll, R. (1988). The R2. Journal of Finance, 43(3), 541–566.
    Paper not yet in RePEc: Add citation now
    
56. Schlenker, B. R., & Miller, R. S. (1977). Egocentrism in groups: Self‐serving biases or logical information processing? Journal of Personality and Social Psychology, 35(10), 755–764.
    Paper not yet in RePEc: Add citation now
    

57. Shalen, C. T. (1993). Volume, volatility, and the dispersion of beliefs. Review of Financial Studies, 6(2), 405–434.

58. Shiller, R. J. (1981). Do stock prices move too much to be justified by subsequent changes in dividends? The American Economic Review, 71(3), 421–436.

59. Slamecka, N. J., & Graf, P. (1978). The generation effect: Delineation of a phenomenon. Journal of Experimental Psychology: Human Learning and Memory, 4(6), 592–604.
    Paper not yet in RePEc: Add citation now
    

60. Statman, M., Thorley, S., & Vorkink, K. (2006). Investor overconfidence and trading volume. Review of Financial Studies, 19(4), 1531–1565.

61. Svenson, O. (1981). Are we all less risky and more skillful than our fellow drivers? Acta Psychologica, 47(2), 143–148.
    Paper not yet in RePEc: Add citation now
    

62. Venter, G. V. D., & Michayluk, D. (2008). An insight into overconfidence in the forecasting abilities of financial advisors. Australian Journal of Management, 32(3), 545–558.

63. Wang, F. A. (1998). Strategic trading, asymmetric information and heterogeneous prior beliefs. Journal of Financial Markets, 1(3–4), 321–352.

64. Wolosin, R. J., Sherman, S. J., & Till, A. (1973). Effects of cooperation and competition on responsibility attribution after success and failure. Journal of Experimental Social Psychology, 9(3), 220–235.
    Paper not yet in RePEc: Add citation now
    

65. Wurgler, J. (2000). Financial markets and the allocation of capital. Journal of Financial Economics, 58(1–2), 187–214.

66. Ying, C. C. (1966). Stock market prices and volumes of sales. Econometrica, 34(3), 676–685.
    Paper not yet in RePEc: Add citation now
    
67. Zellner, A. (1962). An efficient method for estimating seemingly unrelated regressions and tests for aggregate bias. Journal of the American Statistical Association, 57(298), 348–368.
    Paper not yet in RePEc: Add citation now
    

68. Zhang, X., Liang, J., & He, F. (2019). Private information advantage or overconfidence? Performance of intraday arbitrage speculators in the Chinese stock market. Pacific‐Basin Finance Journal, 58, 101215. https://doi.org/10.1016/j.pacfin.2019.101215.

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

Report date: 2025-09-17 17:03:06 || Missing content? Let us know