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Number of items: 5.

B

Badreddine, Sina, Galariotis, Emilios and Holmes, Phil (2012) The relevance of information and trading costs in explaining momentum profits: evidence from optioned and non-optioned stocks. Journal of International Financial Markets, Institutions & Money, 22 (3). pp. 589-608. ISSN 1042-4431 (doi:10.1016/j.intfin.2012.03.001)

Broussard, John Paul and Nikiforov, Andrei (2014) Intraday periodicity in algorithmic trading. Journal of International Financial Markets, Institutions & Money, 30 . pp. 196-204. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.03.001)

C

Chau, Frankie, Kuo, Jing-Ming and Shi, Yukun (2015) Arbitrage opportunities and feedback trading in emissions and energy markets. Journal of International Financial Markets, Institutions & Money, 36 . pp. 130-147. ISSN 1042-4431 (doi:10.1016/j.intfin.2015.02.002)

Clark, Ephraim A., Mare, Davide and Radić, Nemanja (2018) Cooperative banks: What do we know about competition and risk preferences? Journal of International Financial Markets, Institutions & Money, 52 . pp. 90-101. ISSN 1042-4431 (doi:10.1016/j.intfin.2017.09.008)

N

Nguyen, Ann-Ngoc and Gregoriou, Andros (2010) Stock liquidity and investment opportunities: new evidence from FTSE 100 index deletions. Journal of International Financial Markets, Institutions & Money, 20 (3). pp. 267-274. ISSN 1042-4431 (doi:10.1016/j.intfin.2010.03.005)

This list was generated on Fri Nov 15 04:37:56 2019 GMT.