Annales d'Economie et de Statistique

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  Año 2000, Número 60

  • The quality of the italian treaury bond market, asymmetric information and transaction costs

    Stefania Albanesi, Barbara Rinci

    págs. 1-20

    

  • Insider trading and nonlinear equilibria: single auction case

    Kyung-Ha Cho, Nicole El Karqui

    págs. 21-42

    

  • Timing of orders, order aggressiveness and the order book at the Paris Bourse

    Thierry Kamionka, Christophe Bisière

    págs. 43-72

    

  • Equity trading systems in Europe: a survey of recent changes

    Marianne Demarchi, Thierry Foucault

    págs. 73-116

    

  • The logaritmic ACD model: an application to bid-ask quote process pf three NYSE stocks

    Luc Bauwens, Pierre Giot

    págs. 117-150

    

  • Market response to earning announcements and interim reports: an analysis of SBFI 20 companies

    Alexandros Benos, Michael Rockinger

    págs. 151-176

    

  • Efficient price discovery in stock index cash and futures markets

    Pascal Alphonse

    págs. 177-188

    

  • Causality betweeen returns and traded volumes

    Christian Gourieroux, J. Jasiak, Eric Ghysels

    págs. 189-206

    

  • Intraday transaction price dynamics

    Serge Darolles, Christian Gourieroux, Gaëlle Le Fol

    págs. 207-238

    

  • Value-at-risk and extreme returns

    Jon Danielsson, Casper G. De Vries

    págs. 239-270