๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Microstructure and Seasonality in the UK Equity Market

โœ Scribed by Paul Draper; Krishna Paudyal


Book ID
108567702
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
277 KB
Volume
24
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


An investigation into seasonality in the
โœ Gerald D. Gay; Tae-Hyuk Kim ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 786 KB

for and identifies day-of-the-week and month-of-the-year effects market. The results are surprisingly similar to those found in -\_ studies of seasonality in stock returns, despite the existence of significant institutional differences between the two markets. Among the more notable findings are the

Informed trading around merger and acqui
โœ Spyros Spyrou; Andrianos Tsekrekos; Georgia Siougle ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 146 KB ๐Ÿ‘ 1 views

## Abstract This paper offers new evidence on informed trading around merger and acquisition announcements from the UK equity and options market. The analysis suggests that in about 25โ€“33% of events there is abnormal option trading volume during the month that precedes the announcement. Such eviden