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Allan W. Kleidon · Study
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Author
Allan W. Kleidon
14 works
· latest 1998
· 3 institutions
cluster: provisional
Works
14 shown
Why Do Christie and Schultz Infer Collusion from Their Data
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
32
citations
U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration
Review of Financial Studies
·
1996
·
2 authors
253
citations
Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information
NBER Chapters
·
1996
·
2 authors
70
citations
Round-the-clock Trading: Evidence from U.K. Cross-Listed Securities
National Bureau of Economic Research
·
1993
·
2 authors
·
report
·
Open access
33
citations
Periodic market closure and trading volume
Journal of Economic Dynamics and Control
·
1992
·
2 authors
426
citations
One Market? Stocks, Futures, and Options During October 1987
The Journal of Finance
·
1992
·
2 authors
66
citations
Underestimation of Portfolio Insurance and the Crash of October 1987
Review of Financial Studies
·
1992
·
3 authors
111
citations
Arbitrage, Nontrading, and Stale Prices: October 1987
The Journal of Business
·
1992
·
1 author
44
citations
Variance Bounds Tests and Stock Price Valuation Models
Journal of Political Economy
·
1986
·
1 author
484
citations
Anomalies in Financial Economics: Blueprint for Change?
The Journal of Business
·
1986
·
1 author
·
other
104
citations
Bias in Small Sample Tests of Stock Price Rationality
The Journal of Business
·
1986
·
1 author
75
citations
New evidence on the nature of size-related anomalies in stock prices
Journal of Financial Economics
·
1983
·
3 authors
·
Open access
337
citations
Stock return seasonalities and the tax-loss selling hypothesis
Journal of Financial Economics
·
1983
·
4 authors
259
citations
Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence
ScholarlyCommons (University of Pennsylvania)
·
1983
·
4 authors
·
Open access
319
citations