Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York
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- Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
- Froot, Kenneth A. & Dabora, Emil M., 1999.
"How are stock prices affected by the location of trade?,"
Journal of Financial Economics,
Elsevier, vol. 53(2), pages 189-216, August.
- Kenneth A. Froot & Emil Dabora, 1998. "How are Stock Prices Affected by the Location of Trade?," NBER Working Papers 6572, National Bureau of Economic Research, Inc.
- Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1992.
"Do Bulls and Bears Move Acoross Borders: International Transimission of Stock Returns and Volatility as the World Turns,"
Discussion Paper Series
a253, Institute of Economic Research, Hitotsubashi University.
- Lin, W.L. & Engle, R.F. & Ito, T., 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," Working papers 9121, Wisconsin Madison - Social Systems.
- Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," NBER Working Papers 3911, National Bureau of Economic Research, Inc.
- Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August.
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