The European Journal of Finance, Volume 18, Issue 9 (2012)

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The European Journal of Finance, Volume 18, Issue 9 (2012)

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Editorial

Editorial
Introduction
Ingmar Nolte & Mark Salmon
Pages: i-iv
Published online: 12 Dec 2012
First Page PreviewforIntroduction | Full Text | PDF (40.8 KB)
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Original Articles

Article
Limit order books and trade informativeness
Hélena Beltran-Lopez, Joachim Grammig & Albert J. Menkveld
Pages: 737-759
Published online: 02 Nov 2011
AbstractforLimit order books and trade informativeness | Full Text | References | PDF (236.4 KB)
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Article
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
M. Bonato, M. Caporin & A. Ranaldo
Pages: 761-774
Published online: 22 Aug 2011
AbstractforA forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices | Full Text | References | PDF (91.7 KB)
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Article
A simple two-component model for the distribution of intraday returns
Laura Coroneo & David Veredas
Pages: 775-797
Published online: 09 Sep 2011
AbstractforA simple two-component model for the distribution of intraday returns | Full Text | References | PDF (424 KB)
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Article
Liquidity determination in an order-driven market
Jón Daníelsson & Richard Payne
Pages: 799-821
Published online: 22 Aug 2011
AbstractforLiquidity determination in an order-driven market | Full Text | References | PDF (295.3 KB)
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Article
Exchange rate determination and inter-market order flow effects
Jón Daníelsson, Jinhui Luo & Richard Payne
Pages: 823-840
Published online: 24 Aug 2011
AbstractforExchange rate determination and inter-market order flow effects | Full Text | References | PDF (154.3 KB)
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Article
Permanent trading impacts and bond yields
Alfonso Dufour & Minh Nguyen
Pages: 841-864
Published online: 22 Aug 2011
AbstractforPermanent trading impacts and bond yields | Full Text | References | PDF (348 KB)
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Article
High-frequency information content in end-user foreign exchange order flows
Ian W. Marsh & Teng Miao
Pages: 865-884
Published online: 10 Sep 2012
AbstractforHigh-frequency information content in end-user foreign exchange order flows | Full Text | References | PDF (349.4 KB)
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