Browse by Journal
 | Up a level |
Cheng, Tingting and Yan, Cheng and Yan, Yayi (2023) De facto time‐varying indices‐based benchmarks for mutual fund returns. Journal of Financial Research, 46 (2). pp. 469-496. DOI https://doi.org/10.1111/jfir.12318
Banti, Chiara (2016) Illiquidity in the stock and foreign exchange markets: an investigation of their cross-market dynamics. Journal of Financial Research, 39 (4). pp. 411-436. DOI https://doi.org/10.1111/jfir.12113
Ng, Wing Lon (2010) DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING. Journal of Financial Research, 33 (1). pp. 27-43. DOI https://doi.org/10.1111/j.1475-6803.2009.01261.x