Issue 4/2006
Content (10 Articles)
Original Article
Modelling financial transaction price movements: a dynamic integer count data model
Roman Liesenfeld, Ingmar Nolte, Winfried Pohlmeier
Original Article
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis
Anthony S. Tay, Christopher Ting
Original Article
How large is liquidity risk in an automated auction market?
Pierre Giot, Joachim Grammig
Original Article
Exchange rate volatility and the mixture of distribution hypothesis
Luc Bauwens, Dagfinn Rime, Genaro Sucarrat
Original Article
Asymmetries in bid and ask responses to innovations in the trading process
Alvaro Escribano, Roberto Pascual
Original Article
The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market
Walid Ben Omrane, Hervé Van Oppens
Original Paper
Liquidity supply and adverse selection in a pure limit order book market
Stefan Frey, Joachim Grammig