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Studies in Economics and Finance, Vol. 28, Iss. 2, 2011-06 ,pp. : 96-110

Emerald Group Publishing Ltd

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Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange

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Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. : 517-530

Routledge Ltd

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Information flow between stock return and trading volume: the Tunisian stock market

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International Journal of Financial Services Management, Vol. 5, Iss. 1, 2011-01 ,pp. : 52-82

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Market impact measurement of a VWAP trading algorithm

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Journal of Risk Management in Financial Institutions, Vol. 4, Iss. 3, 2011-06 ,pp. : 254-274

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Index futures trading, information and stock market volatility: The case of Greece

By Floros Christos  

Derivatives Use, Trading Regulation, Vol. 12, Iss. 1, 2006-05 ,pp. : 146-166

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