Discussion paper DP19008 Missing Markets: Microstructure and Liquidity on the 19th Century London Stock Exchange Rui Esteves Gabriel Geisler Mesevage 19 Apr 2024 Economic History Asset Pricing G12 G14 L14 L15 N23
Discussion paper DP18569 Transaction costs and capacity of systematic corporate bond strategies Alexey Ivashchenko Robert Kosowski 3 Nov 2023 Asset Pricing G11 G12 G14
Discussion paper DP11442 Blockholders: A Survey of Theory and Evidence Alex Edmans Clifford Holderness 19 Aug 2016 Financial Economics D72 D82 D83 G14 G32 G34
Discussion paper DP9708 Blockholders and Corporate Governance Alex Edmans 27 Oct 2013 Financial Economics G34
Discussion paper DP7225 Exchange Rate Forecasting, Order Flow and Macroeconomic Information Lucio Sarno Dagfinn Rime Elvira Sojli 15 Mar 2009 Financial Economics International Macroeconomics F31 F41 G10
Discussion paper DP6399 Understanding the Forward Premium Puzzle: A Microstructure Approach Martin Eichenbaum Sergio Rebelo Craig Burnside 20 Jul 2007 International Macroeconomics F31
Discussion paper DP5861 Persistence, Performance and Prices in Foreign Exchange Markets Tarun Ramadorai 1 Oct 2006 Financial Economics G10 G15
Discussion paper DP4806 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns Peter G Dunne Harald Hau Michael Moore 23 Dec 2004 Financial Economics International Macroeconomics F30 F31 G10 G15
Discussion paper DP4456 Price Discovery in Tick Time Peter C Schotman Bart Frijns 23 Jun 2004 Financial Economics C32 G15
Discussion paper DP4285 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms Frank de Jong Barbara Rindi Yiu Chung Cheung 23 Mar 2004 Financial Economics C32 F31
Discussion paper DP3987 Price Discovery in Fragmented Markets Frank de Jong Peter C Schotman 23 Jul 2003 Financial Economics C32 F31
Discussion paper DP2510 The Euro as an International Currency: Explaining Puzzling First Evidence Michael Moore Harald Hau William Killeen 25 Jul 2000 Financial Economics International Macroeconomics F33 G15
