Haque, Tariq Lead-lag effects in Australian industry portfolios. (English) Zbl 1274.91382 Asia-Pac. Financ. Mark. 18, No. 3, 267-290 (2011). MSC: 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Takahashi, Hajime On a statistical analysis of implied data. (English) Zbl 1274.91489 Asia-Pac. Financ. Mark. 18, No. 3, 231-266 (2011). MSC: 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Allali, Abdelwahab; Oueslati, Amor; Trabelsi, Abdelwahed Detection of information flow in major international financial markets by interactivity network analysis. (English) Zbl 1274.91484 Asia-Pac. Financ. Mark. 18, No. 3, 319-344 (2011). MSC: 91G70 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Hatrick, Kerr; So, Mike K. P.; Chung, S. W.; Deng, R. Dynamic relationship among intraday realized volatility, volume and number of trades. (English) Zbl 1274.91487 Asia-Pac. Financ. Mark. 18, No. 3, 291-317 (2011). MSC: 91G70 91G10 91G20 × Cite Format Result Cite Review PDF Full Text: DOI