|
2024 Journal Article Retail traders and co-movement: Evidence from Robinhood trading activityHaghighi, Afshin, Faff, Robert and Oliver, Barry (2024). Retail traders and co-movement: Evidence from Robinhood trading activity. International Review of Financial Analysis, 95 103431, 1-20. doi: 10.1016/j.irfa.2024.103431 |
|
2023 Journal Article Information acquisition and market liquidity: evidence from EDGAR search activityHaghighi, Afshin, Zhang, Lei, Oliver, Barry and Faff, Robert (2023). Information acquisition and market liquidity: evidence from EDGAR search activity. Global Finance Journal, 57 100865, 100865. doi: 10.1016/j.gfj.2023.100865 |
|
2020 Journal Article Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock marketsZhaunerchyk, Katsiaryna, Haghighi, Afshin and Oliver, Barry (2020). Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock markets. Pacific Basin Finance Journal, 61 101301, 101301. doi: 10.1016/j.pacfin.2020.101301 |
|
2016 Journal Article Modelling order arrivals at price limits using Hawkes processesHaghighi, Afshin, Fallahpour, Saeid and Eyvazlu, Reza (2016). Modelling order arrivals at price limits using Hawkes processes. Finance Research Letters, 19, 267-272. doi: 10.1016/j.frl.2016.08.012 |
