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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific journal of financial studies"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Volatility
Securities trading
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Ammann, Manuel
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Review of quantitative finance and accounting
Applied economics
Applied financial economics
Asia-Pacific journal of financial studies
Journal of banking & finance
13
International review of financial analysis
12
Pacific-Basin finance journal
12
Journal of financial markets
10
The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Market microstructure and liquidity
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ECONIS (ZBW)
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1
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
2
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
3
High-frequency trading : review of the literature and regulatory initiatives around the world
Chung, Kee H.
;
Lee, Albert J.
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011483634
Saved in:
4
Daily volume, intraday and overnight returns for volatility prediction : profitability or accuracy?
Fuertes, Ana María
;
Kalotychou, Elena
;
Todorovic, Natasa
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10011333120
Saved in:
5
Pairs trading : does volatility timing matter?
Huck, Nicolas
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6239-6256
Persistent link: https://www.econbiz.de/10011381294
Saved in:
6
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
7
High speed equities trading : 1993 - 2012
Stoll, Hans R.
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 767-797
Persistent link: https://www.econbiz.de/10010476872
Saved in:
8
Dynamic relations between order imbalance, volatility and return of top gainers
Su, Yong-chern
;
Huang, Han-Ching
;
Lin, Shiue-Fang
- In:
Applied economics
44
(
2012
)
10/12
,
pp. 1509-1519
Persistent link: https://www.econbiz.de/10009525251
Saved in:
9
The switch from continuous to call auction trading in response to a large intraday price movement
Reboredo, Juan Carlos
- In:
Applied economics
44
(
2012
)
7/9
,
pp. 945-967
Persistent link: https://www.econbiz.de/10009569384
Saved in:
10
Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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