1. Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks. (2024). Yao, Jing ; Wang, Guojing ; Yang, Yang.
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2. Pairs trading with costly short-selling. (2024). Xu, Jing ; Yang, Peiquan.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001337.

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3. The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver.
   In: Review of Finance.
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4. Dual-class share structure and firm risks. (2023). Kim, Soo Hyung.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001506.

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5. Momentum, Reversals, and Investor Clientele*. (2022). Titman, Sheridan ; Subrahmanyam, Avanidhar.
   In: Review of Finance.
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6. Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy. (2022). Yang, Xiao Guang ; Du, Helen S ; Zhang, Shu.
   In: Computational Economics.
   RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10169-8.

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7. Causality between Arbitrage and Liquidity in Platinum Futures. (2022). Watkins, Clinton ; Iwatsubo, Kentaro.
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8. The Price Effect of Stock Repurchases: Evidence from Dual Class Firms. (2021). Farrell, Michael ; Bargeron, Leonce.
   In: Management Science.
   RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6568-6580.

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9. Investor Sentiment and Price Discrepancies between Common and Preferred Stocks in Korea. (2021). Ryu, Doowon ; Yang, Hee Jin.
   In: Sustainability.
   RePEc:gam:jsusta:v:13:y:2021:i:10:p:5539-:d:555462.

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10. The impact of arbitrage on market liquidity. (2021). Roesch, Dominik ; Rosch, Dominik.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:1:p:195-213.

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11. Intraday indirect arbitrage between European index ETFs. (2021). Tooma, Eskandar ; Bassiouny, Aliaa.
    In: International Review of Financial Analysis.
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12. Flights-to-control: Time variation in the value of a vote. (2021). Easton, Steve ; Docherty, Paul ; Pinder, Sean.
    In: Journal of Corporate Finance.
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13. Arbitrage opportunities, liquidity provision, and trader types in an index option market. (2020). Chiu, Junmao ; Chen, ChinHo ; Chung, Huimin.
    In: Journal of Futures Markets.
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14. Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks. (2018). Ghadhab, Imen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:46:y:2018:i:c:p:1-10.

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15. Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin.
    In: Journal of International Financial Markets, Institutions and Money.
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16. Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman.
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17. Market Efficiency and Arbitrage Opportunities for Russian Depositary Receipts Cross-Listed on the London Stock Exchange. (2016). Kim, Oksana.
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18. Short selling and market mispricing. (2016). Lee, Eunju.
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21. The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks. (2015). Ghadhab, Imen ; Hellara, Slaheddine.
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22. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
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23. Corporate payout policy in dual-class firms. (2014). Jordan, Bradford ; Wu, Qun ; Liu, Mark H..
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24. Toxic Arbitrage. (2014). Kozhan, Roman ; Foucault, Thierry ; Tham, Wing Wah.
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26. Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Giannetti, Mariassunta ; Braggion, Fabio.
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1. Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2. Minimum tick size and analyst coverage: Evidence from the Tick Size Pilot Program. (2021). Narayanamoorthy, Gans ; Huffman, Adrienna ; Chen, Zhenhua ; Zhang, Ruizhong.
   In: Journal of Business Finance & Accounting.
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3. Changing corporate governance norms: Evidence from dual class shares in the UK. (2019). Giannetti, Mariassunta ; Braggion, Fabio.
   In: Journal of Financial Intermediation.
   RePEc:eee:jfinin:v:37:y:2019:i:c:p:15-27.

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4. Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia .
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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5. Tick test accuracy in foreign exchange ECN markets. (2016). ben Omrane, Walid ; Welch, Robert.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:37:y:2016:i:c:p:135-152.

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6. The friction-free weighted price contribution. (2015). PASCUAL, ROBERTO ; Abad, David.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:37:y:2015:i:c:p:226-239.

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7. The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks. (2015). Ghadhab, Imen ; Hellara, Slaheddine.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:31:y:2015:i:c:p:126-145.

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8. Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse. (2015). Dionne, Georges ; Zhou, Xiaozhou ; Pacurar, Maria .
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:59:y:2015:i:c:p:202-219.

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9. On the performance of the tick test. (2014). Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:54:y:2014:i:1:p:42-50.

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10. Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Giannetti, Mariassunta ; Braggion, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9619.

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11. Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50. (2010). Ende, Bartholomaus ; Lutat, Marco .
    In: CFS Working Paper Series.
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12. Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading. (2010). Schultz, Paul ; Shive, Sophie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:524-549.

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13. The good news in short interest. (2010). Jordan, Bradford ; Boehmer, Ekkehart ; Huszar, Zsuzsa R..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:1:p:80-97.

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14. Information‐Based Trading and Price Improvement. (2009). Chung, Keeh ; Lee, Kaun Y.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:5-6:p:754-773.

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15. Information-Based Trading and Price Improvement. (2009). Lee, Kaun Y. ; Chung, Kee H..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009-06:i:5-6:p:754-773.

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16. Price differences between equity classes. Corporate control, foreign ownership or liquidity?. (2007). Ødegaard, Bernt ; Odegaard, Bernt Arne .
    In: Journal of Banking & Finance.
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17. Trades outside the quotes: Reporting delay, trading option, or trade size?. (2006). Stoll, Hans ; Schenzler, Christoph .
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18. Dividend policy theories and their empirical tests. (2002). Frankfurter, George M. ; Wood, Bob Jr., .
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19. Investors preferences and dividend payouts. (2001). Shaffer, Sherrill.
    In: Applied Economics Letters.
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