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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Journal of banking & finance"
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Marktmikrostruktur
Volatility
Securities trading
168
Wertpapierhandel
168
Börsenkurs
54
Share price
54
Theorie
45
Theory
45
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Chung, Kee H.
2
Chuwonganant, Chairat
2
Hung, Pi-Hsia
2
Lien, Da-hsiang Donald
2
Ronen, Tavy
2
Van Ness, Bonnie F.
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1
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Review of quantitative finance and accounting
Journal of banking & finance
Journal of financial markets
38
Pacific-Basin finance journal
32
Quantitative finance
25
Market microstructure and liquidity
23
International review of financial analysis
21
Journal of financial economics
19
Finance research letters
17
Journal of international financial markets, institutions & money
16
The financial review : the official publication of the Eastern Finance Association
15
The European journal of finance
14
Journal of empirical finance
12
Research in international business and finance
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CFS working paper series
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International review of economics & finance : IREF
11
Journal of financial and quantitative analysis : JFQA
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The journal of futures markets
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Applied economics
10
Economic modelling
10
Journal of economic dynamics & control
10
SAFE working paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
NBER working paper series
9
Applied mathematical finance
8
Asia-Pacific journal of financial studies
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
International journal of theoretical and applied finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
NBER Working Paper
8
The journal of finance : the journal of the American Finance Association
8
The journal of trading
8
Gabler Edition Wissenschaft
7
Staff reports / Federal Reserve Bank of New York
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Working paper / National Bureau of Economic Research, Inc.
7
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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Rodney L. White Center for Financial Research
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SFB 649 discussion paper
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The review of financial studies
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ECONIS (ZBW)
45
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1
Forced consolidation
Pomeranets, Anna
;
Weaver, Daniel G.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
Saved in:
2
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
3
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
4
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
5
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
6
OTC Microstructure in a period of stress : a Multi-layered network approach
Joseph, Andreas
;
Vasios, Michalis
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461904
Saved in:
7
Stock market signals and consequences of securities class actions lawsuits : a microstructure perspective
Figueiredo, Antonio
;
Hamid, Shahid S.
;
Holowczak, Richard
- In:
Review of quantitative finance and accounting
57
(
2021
)
2
,
pp. 629-655
Persistent link: https://www.econbiz.de/10012549969
Saved in:
8
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
9
Algorithmic trading and firm value
Hatch, Brian C.
;
Johnson, Shane A.
;
Wang, Qin
;
Zhang, Jun
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012819740
Saved in:
10
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
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