... Weather anomaly Short selling Trade Clouds Financial markets We suggest that less‐informed traders are influenced by cloudy weather and the resulting change in sentiment. The impact of the weather causes these less‐informed traders to adjust risk preferences and develop misconceptions...

... Group Publishing Limited 2012 Short‐sale constraints Price dynamics Price limits Price delay Taiwan Stock prices Financial markets Imposing some form of short‐sale constraints is a common response of regulators facing stock market downturns. The latest example is the global...

... of the market participants in response to a major corporate event. Liuqing Mai can be contacted at: mailiu@umsl.edu © Emerald Group Publishing Limited 2012 Financial markets Acquisitions and mergers Returns Trading capital Trading cost In this paper, we examine trading costs of both...

... of regulatory proposals to restrict international capital flows. © Emerald Group Publishing Limited 2010 Financial markets Malaysia Time series analysis Capital instruments In mid 1997, along with its Southeast East Asian neighbours, Malaysia experienced the devastating East Asian...

... uncertainty translates into spreads of individual securities. The difference between the price at which a liquidity supplier is willing to buy an asset and that at which he is willing to sell, the bid‐ask spread, is the subject of much interest for financial market participants and securities regulators...

... model, in the context of financial market integration, interest in econometric improvements is, by contrast, relatively limited. In this context, a split sample methodology is introduced. This simple method introduced by Angrist and Krueger (2001) and Dufour and Jasiak (2001) has not yet received...