Price movement after an information event detected by a new measure of private information ratio

von Park, Keebong
Veröffentlicht in Emerging markets finance & trade (2015)

Evaluating spread models with a basket security

von Chelley-Steeley, Patricia L.
Veröffentlicht in Applied financial economics (2012)

The adverse selection component of exchange traded funds

von Chelley-Steeley, Patricia L.
Veröffentlicht in International review of financial analysis (2010)

Intraday patterns in London listed Exchange Traded Funds

von Chelley-Steeley, Patricia L.
Veröffentlicht in International review of financial analysis (2011)

Risk reduction in a time series momentum trading strategy

von Hong, KiHoon
Veröffentlicht in The journal of risk model validation (2016)