Titlebook: Contemporary Trends and Challenges in Finance; Proceedings from the Krzysztof Jajuga,Hermann Locarek-Junge,Karsten Sta Conference proceedin

冥想后

Springer Proceedings in Business and Economicshttp://image.papertrans.cn/c/image/236749.jpg

Oratory

https://doi.org/10.1007/978-3-030-43078-8Finance and economics in Central and Eastern Europe; Real estate; Emerging financial markets; Stock mar

缩影

978-3-030-43080-1Springer Nature Switzerland AG 2020

d-limonene

Contemporary Trends and Challenges in Finance978-3-030-43078-8Series ISSN 2198-7246 Series E-ISSN 2198-7254

Myelin

The Rhythm of the Night: Some Anomalies in Open and Close Prices of Polish and German Blue-Chip Stocrovide an in-depth characterization of stock returns, emphasise the importance to decompose return components and reveal fundamental differences between Polish and German stock markets. Furthermore, we address possible reasons for the higher rates of night returns, e.g. news flow, liquidity and bid-ask spreads.

发牢骚

Price Clustering in Stocks from the WIG 20 Indexes in the traded volumes but not in the spreads. The response to one tick increase in the spread across the stocks is mixed in the sign and for the most of them—although statistically significant—is negligible in the magnitude.

Neutropenia

2198-7246 ents an analysis of financial issues including specifics of This volume features a selection of contributions presented at the 2019 Wroclaw Conference in Finance, covering a wide range of topics in finance and financial economics, e.g. financial markets; monetary policy; corporate, personal and publ

ACE-inhibitor

Marc Andries,Gregor Engels,Jan Rekersrovide an in-depth characterization of stock returns, emphasise the importance to decompose return components and reveal fundamental differences between Polish and German stock markets. Furthermore, we address possible reasons for the higher rates of night returns, e.g. news flow, liquidity and bid-ask spreads.

Jejune

Geometry vs Imaging: Extended Abstractes in the traded volumes but not in the spreads. The response to one tick increase in the spread across the stocks is mixed in the sign and for the most of them—although statistically significant—is negligible in the magnitude.

Paradox