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Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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Cited: 4

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Cites: 41

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  1. Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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  2. Comparisons of Alternative Information Share Measures. (2022). Lien, Donald.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200472x.

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  3. The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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  4. Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625.

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References

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  46. Stealth trading: The case of the Tokyo Stock Exchange. (2011). McInish, Thomas ; Ascioglu, Asli ; Comerton-Forde, Carole .
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  47. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
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  48. Whose trades convey information? Evidence from a cross-section of traders. (2010). Schmeling, Maik ; Menkhoff, Lukas.
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  49. Measuring the impact of option market activity on the stock market: Bivariate point process models of stock and option transactions. (2009). Collver, Charles .
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  50. Whose trades convey information? Evidence from a cross-section of traders. (2007). Schmeling, Maik ; Menkhoff, Lukas.
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