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Can investor sentiment be a momentum time-series predictor? Evidence from China
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Essays on market microstructure and liquidity
(2015) -
Further evidence on foreign exchange jumps and news announcements
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Modeling the daily electricity price volatility with realized measures
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- Miscellaneous
- open access
News, liquidity dynamics and intraday jumps: evidence from the HUF/EUR market
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Jumps, news, and liquidity in high-frequency exchange rates