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Vanderbilt University - Finance
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Energy shocks, oil futures, oil price dynamics, stock price index dynamics, VAR model, return volatility
commodity index investing, excessive speculation, investment flows, index rolls
stock markets, ECN, bid-ask spreads
Ex-dividend, call option exercise, dividend spread
commodity index investing, speculation, futures prices
stock option, special dividend, contract adjustment, displaced diffusion process, nested binomial lattices
Order imbalance, earnings, information, trading pressure, earnings surprise
market structure, trading costs, look-back trading option
order imbalance, information, market efficiency
execution quallity, effective spread, market orders
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2631518.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
bank regulation, financial regulation, offshore offerings, Security and Exchange Commission
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fmii.
Financial Markets, Market Structure and Organizations
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