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Market Microstructure and Nonlinear Dynamics

Editor

Listed:
  • Gilles Dufrénot
    (Aix-Marseille University)

  • Fredj Jawadi
    (University of Evry)

  • Waël Louhichi
    (ESSCA School of Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Gilles Dufrénot & Fredj Jawadi & Waël Louhichi (ed.), 2014. "Market Microstructure and Nonlinear Dynamics," Springer Books, Springer, edition 127, number 978-3-319-05212-0, October.
    • Handle: RePEc:spr:sprbok:978-3-319-05212-0
    DOI: 10.1007/978-3-319-05212-0
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    Citations

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    Cited by:

    1. Anoop S Kumar & B Kamaiah, 2017. "Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(212), pages 63-84, January -.
    2. Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020. "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
    3. Keddad, Benjamin & Schalck, Christophe, 2020. "Evaluating sovereign risk spillovers on domestic banks during the European debt crisis," Economic Modelling, Elsevier, vol. 88(C), pages 356-375.
    4. Gilles Truchis & Benjamin Keddad, 2016. "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, vol. 27(5), pages 969-986, November.
    5. Paulo Pereira Silva, 2018. "Fragmentation and Market Quality: The Case of European Markets," De Economist, Springer, vol. 166(2), pages 179-206, June.
    6. Keddad, Benjamin, 2019. "How do the Renminbi and other East Asian currencies co-move?," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 49-70.

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