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Results:
1-9
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Results: 9
Authors:
BESSEMBINDER H
CHAN K
Citation: H. Bessembinder et K. Chan, MARKET-EFFICIENCY AND THE RETURNS TO TECHNICAL ANALYSIS, Financial management, 27(2), 1998, pp. 5
Authors:
BESSEMBINDER H
KAUFMAN HM
Citation: H. Bessembinder et Hm. Kaufman, CROSS-EXCHANGE COMPARISON OF EXECUTION COSTS AND INFORMATION-FLOW FORNYSE-LISTED STOCKS, Journal of financial economics, 46(3), 1997, pp. 293-319
Authors:
BESSEMBINDER H
Citation: H. Bessembinder, THE DEGREE OF PRICE RESOLUTION AND EQUITY TRADING COSTS, Journal of financial economics, 45(1), 1997, pp. 9-34
Authors:
BESSEMBINDER H
KAUFMAN HM
Citation: H. Bessembinder et Hm. Kaufman, A COMPARISON OF TRADE EXECUTION COSTS FOR NYSE AND NASDAQ-LISTED STOCKS, Journal of financial and quantitative analysis, 32(3), 1997, pp. 287-310
Authors:
BESSEMBINDER H
CHAN K
SEGUIN PJ
Citation: H. Bessembinder et al., AN EMPIRICAL-EXAMINATION OF INFORMATION, DIFFERENCES OF OPINION, AND TRADING ACTIVITY, Journal of financial economics, 40(1), 1996, pp. 105-134
Authors:
BESSEMBINDER H
Citation: H. Bessembinder, BID-ASK SPREADS IN THE INTERBANK FOREIGN-EXCHANGE MARKETS, Journal of financial economics, 35(3), 1994, pp. 317-348
Authors:
BESSEMBINDER H
HERTZEL MG
Citation: H. Bessembinder et Mg. Hertzel, RETURN AUTOCORRELATIONS AROUND NONTRADING DAYS, The Review of financial studies, 6(1), 1993, pp. 155-189
Authors:
BESSEMBINDER H
Citation: H. Bessembinder, AN EMPIRICAL-ANALYSIS OF RISK PREMIA IN FUTURES MARKETS, The journal of futures markets, 13(6), 1993, pp. 611-630
Authors:
BESSEMBINDER H
SEGUIN PJ
Citation: H. Bessembinder et Pj. Seguin, PRICE VOLATILITY, TRADING VOLUME, AND MARKET DEPTH - EVIDENCE FROM FUTURES MARKETS, Journal of financial and quantitative analysis, 28(1), 1993, pp. 21-39
Risultati:
1-9
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