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Stock price synchronicity and analyst coverage in emerging markets

, и . Journal of Financial Economics, 80 (1): 115--147 (апреля 2006)

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Stefan Kalok

Gertraud Kalok

Hilde Kalok

Lothar Kalok

David Kalok

 

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Trade size, order imbalance, and the volatility-volume relation, и . Journal of Financial Economics, 57 (2): 247--273 (августа 2000)Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information, , и . Journal of Multinational Financial Management, 10 (3-4): 495--509 (декабря 2000)An empirical examination of information, differences of opinion, and trading activity, , и . Journal of Financial Economics, 40 (1): 105--134 (января 1996)Are there rational speculative bubbles in Asian stock markets?, , и . Pacific-Basin Finance Journal, 6 (1-2): 125 - 151 (1998)Time-varying risk premia and forecastable returns in futures markets, и . Journal of Financial Economics, 32 (2): 169--193 (октября 1992)Investibility and return volatility, , и . Journal of Financial Economics, 71 (2): 239--263 (февраля 2004)The profitability of technical trading rules in the Asian stock markets, и . Pacific-Basin Finance Journal, 3 (2–3): 257 - 284 (1995)Stock price synchronicity and analyst coverage in emerging markets, и . Journal of Financial Economics, 80 (1): 115--147 (апреля 2006)Vector autoregression or simultaneous equations model?: The intraday relationship between index arbitrage and market volatility, и . Journal of Banking & Finance, 19 (1): 173--179 (апреля 1995)Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test, и . Journal of Banking & Finance, 17 (4): 663--687 (июня 1993)