Department of Finance and Capital Market Theory
Gr. Scharrnstr. 59
15230 Frankfurt (Oder)
European University Viadrina, Frankfurt (Oder)
in Total Papers Citations
Institutional traders, individual investors, January effect, Polish and Hungarian pension fund investors
Continuous trading system, market microstructure, Polish stock market, pension funds
Institutional trading, pension funds, return autocorrelation, Polish stock market
Price limits, Call auction, Return autocorrelation, Volatility, Polish stock market
GARCH, trading volume, persistence, Polish stock market
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