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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Volatility
Securities trading
109
Wertpapierhandel
109
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Fonseca, José da
2
Zaatour, Riadh
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Review of quantitative finance and accounting
Applied financial economics
The journal of futures markets
Journal of banking & finance
13
International review of financial analysis
12
Pacific-Basin finance journal
12
Journal of financial markets
10
Applied economics
7
NBER working paper series
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NBER Working Paper
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Quantitative finance
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Research in international business and finance
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CFS working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asia-Pacific journal of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Market microstructure and liquidity
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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Columbia Business School Research Paper
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Computational economics
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Journal of behavioral and experimental finance
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Journal of risk and financial management : JRFM
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LEM working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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SAFE working paper
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SFB 649 discussion paper
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
2
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
3
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
Saved in:
4
Fat-finger trade and market quality : the first evidence from China
Gao, Ming
;
Liu, Yu-jane
;
Wu, Weili
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 1014-1025
Persistent link: https://www.econbiz.de/10011568867
Saved in:
5
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
6
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:
7
Volatility discovery across stock limit order book and options markets
Wang, Qin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 934-956
Persistent link: https://www.econbiz.de/10010508688
Saved in:
8
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:
9
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 548-579
Persistent link: https://www.econbiz.de/10010371413
Saved in:
10
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
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