This paper examines the roles of the number of trades, size of trades, and order imbalance (buyer-
versus seller-initiated trades) in explaining the volatility–volume relation for a sample …

This article analyzes the intraday interdependence of order flows and price movements for
actively traded NYSE stocks and their Chicago Board Options Exchange (CBOE)-traded …

… Author links open overlay panel Najah Attig a , Wai-Ming Fong b , Yoser Gadhoum c , Larry
… Fong and Lang also acknowledge financial support from an Earmarked Grant of the Hong …

This paper examines the temporal behaviour of volatility of daily returns on crude oil futures
using a generalised regime switching model that allows for abrupt changes in mean and …

The components supporting autophagosome growth on the cup-like isolation membrane are
likely to be different from those found on closed and maturing autophagosomes. The highly …

This paper applies recent econometric tests of stochastic dominance to examine an enduring
puzzle in finance: the momentum effect in stock returns (J. Finance 48 (1993) 65). We use …

Bali et al. (2011) uncover a new anomaly (the “MAX effect”) related to investors’ desire for
stocks with lottery-like payoffs. Specifically, stocks with high maximum daily returns (high MAX) …

We present 2241 exoplanet candidates identified with data from the Transiting Exoplanet
Survey Satellite (TESS) during its 2 yr Prime Mission. We list these candidates in the TESS …

Internet stocks registered large gains in the late 1990s, followed by large losses from early
2000. Using stochastic dominance theory, we infer how investor risk preferences have …

A new O(N) fast multipole formulation is proposed for non-oscillatory kernels. This algorithm
is applicable to kernels K(x,y) which are only known numerically, that is their numerical …