Having recently celebrated its 20th birthday since its inception in 1992, the Balanced
Scorecard has come a long way from its humble beginnings as a simple performance …

In this paper, we confirm cross-sectional reversals in intraday returns in China's A-share
market. Intraday reversals are shown to be robust with respect to seasonality, alternative …

An intermarket sweep order (ISO) is a limit order that automatically executes in a designated
market center even if another market center is publishing a better quotation. An investor …

This study examines the relationships between price limit changes and market quality in the
Taiwan Stock Exchange taking into account limit hits, order choices, and firm characteristics …

Do trade size preferences exist in cryptocurrencies? Using high-frequency tick-by-tick data
of cryptocurrencies, we examine what trade sizes contribute to daily cumulative price …

A central question in financial economics is how private information is incorporated into
asset prices. A common method of measuring private information is the PIN measure, which …

The goal of this paper is to shed light on the relationship between volume and volatility.
More specifically, it aims to determine which component of trading volume (trade size or …

Are directors' dealings reports informative for outside investors? We analyze short-term
announcement effects for 2782 companies from eight European countries between January …

Corporate social responsibility (CSR) is a concept which is gaining in popularity and is
being included in the strategies of more and more companies. Social and environmental …

The stealth trading hypothesis asserts that informed traders trade strategically by breaking
up their orders so as to more easily hide among the liquidity traders. Using data for the …