Hooman,
Sturla Lyngnes,
Espen
:
Measuring market volatility connectedness to media sentiment
The North American journal of economics and finance 2024
DOI /
ARKIV
Farid,
Diego Reforgiato,
Espen
:
Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation
Espen
:
Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy
Jahrbuch für Wirtschaftswissenschaften 2022
DOI /
ARKIV
Espen,
Minh Thi Hong
:
Tick Size and Price Reversal after Order Imbalance
International Journal of Financial Studies (IJFS) 2021
DOI /
ARKIV