Intraday Patterns in Quoted Depth on the Nasdaq: A Note

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Anthony Flint, Alex Frino, Dionigi Gerace, Andrew Lepone 10-05-09
Recent Advances of Exception Mining in Stock Market

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Chao Luo, Yanchang Zhao, Dan Luo, Yuming Ou, Li Liu 10-05-09
Derivative use, fund flows and investment manager performance

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Alex Frino, Andrew Lepone, Brad Wong 10-05-09
Service Providers of Australian Superannuation Funds

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Kevin Liu 10-05-09
Institutional Trading around the Ex-Dividend Day

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Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher, Graham Partington 10-05-09
The Effects of a Reduction in the Clearing Fee on the Singapore Exchange

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Jun Jie Murphy Lee, David Michayluk, Terry Walter 10-05-09
An empirical study of IPO underpricing in China after the split share structure reform

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Fei Lu, Maria C. Balatbat 10-05-08
Exception Mining on Multiple Time Series in Stock Market

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Chao Luo, Longbing Cao, Yuming Ou, Zhengqi Zhang 10-05-08
Outlier Mining on Multiple Time Series Data in Stock Market

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Chao Luo, Yanchang Zhao, Dan Luo, Yuming Ou, Li Liu 10-05-08
Price Manipulation in Auction Markets: an Order-Based Model

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Terrance Fung 10-05-08
The Price Impact of Trades Executed Using Multiple Brokers

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Kingsley Y.L. Fong, David R. Gallagher, Adrian D. Lee 10-05-08
Choice of trading venue, and upstairs trade pricing on the Australian Stock Exchange

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Alex Frino, J George Li, Reuben Segara 10-05-08
Fund size, transaction costs and performance: Size matters!

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Howard W.H. Chan, Robert W. Faff, David Gallagher, Adrian Looi 10-05-08
Mining Exceptional Activity Patterns in Microstructure Data

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Yuming Ou, Longbing Cao, Chao Luo and Li Liu 10-05-08
A Semiparametric Model Approach to Financial Bankruptcy Prediction

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Maria H. Kim, Paul D. Yoo 10-05-07
Machine Learning Techniques and Use of Event Information for Stock Market Prediction: A Survey and Evaluation

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Paul D. Yoo, Maria H. Kim, Tony Jan 10-05-06