Aug 08 2020 Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat   Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.     Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 05 2020 Artem Meshcheryakov and Stoyu Ivanov   Ethereum as a Hedge: The intraday analysis   Abstract  Contact Information  Citation  Full Text  -  Note   May 31 2019 Ahmed Baig , Nasim Sabah and Drew Winters   Have Stock Prices become more Uniformly Distributed?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Paulo Sergio Ceretta and Alexandre Silva Da costa   The Gap Effect on the Brazilian Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2017 Arzé Karam   The effects of intraday news flow on market liquidity, price volatility and trading activity   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Stoyu Ivanov   Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 11 2015 Prateek Sharma and Swati Sharma   Forecasting gains of robust realized variance estimators: evidence from European stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2014 Alexandru Todea and Andrei Rusu   Liquidity, information and market efficiency: an intraday approach on a frontier stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta   Decomposing the bid-ask spread in the Brazilian market: an intraday framework   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 04 2013 Viktor Manahov and Robert Hudson   New Evidence of Technical Trading Profitability   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller   A 10 min tick volatility analysis between the Ibovespa and the S&P500   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 11 2013 Diogo de Prince and Alexandre Monte   What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 23 2012 Shuichi Nagata   Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2011 Zaichao Du   Intraday probability of informed trading   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result