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By Hsin C.-W.   Guo W.-C.   Tseng S.-S.   Luo W.-C.  

Global Finance Journal, Vol. 14, Iss. 3, 2003-12 ,pp. : 243-270

Elsevier

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Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange

By Tian Gary   Guo Mingyuan  

Review of Quantitative Finance and Accounting, Vol. 28, Iss. 3, 2007-04 ,pp. : 287-306

Springer Publishing Company

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Systematic liquidity and excess returns: evidence from the London Stock Exchange

By Galariotis Emilios C.   Giouvris Evangelos  

Review of Accounting and Finance, Vol. 8, Iss. 3, 2009-08 ,pp. : 279-307

Emerald Group Publishing Ltd

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The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange

By Ke M.-C.   Jiang C.-H.   Huang Y.-S.  

Pacific-Basin Finance Journal, Vol. 12, Iss. 1, 2004-01 ,pp. : 19-39

Elsevier

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The price discovery process and volatility linkages in a resource-based emerging market: evidence from the Saudi Stock Market

By Abraham Abraham  

International Journal of Accounting and Finance, Vol. 3, Iss. 3, 2012-08 ,pp. : 223-236

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