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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"Bid-ask spread"
~subject:"Liquidity"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Bid-ask spread
Liquidity
Volatility
Securities trading
81
Wertpapierhandel
81
Börsenkurs
31
Share price
31
USA
21
United States
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Market microstructure
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Chung, Kee H.
2
Hagströmer, Björn
2
Tang, Ning
2
Van Ness, Bonnie F.
2
Van Ness, Robert A.
2
Wu, Chunchi
2
Zhang, Wei
2
Chan, Yue-cheong
1
Choe, Kwang-il
1
Cuñado, J.
1
Dahlström, Petter
1
Dey, Malay K.
1
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1
Figueiredo, Antonio
1
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1
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1
Giannetti, Antoine
1
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1
Goldstein, Michael A.
1
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1
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1
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1
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Review of quantitative finance and accounting
The financial review : the official publication of the Eastern Finance Association
Journal of financial markets
51
Journal of banking & finance
37
Journal of financial economics
31
Finance research letters
29
International review of financial analysis
28
Pacific-Basin finance journal
26
Research paper series / Swiss Finance Institute
18
The journal of futures markets
17
Journal of international financial markets, institutions & money
16
NBER working paper series
16
The review of financial studies
16
SAFE working paper
15
Market microstructure and liquidity
14
NBER Working Paper
13
Quantitative finance
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CFS working paper series
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12
Journal of empirical finance
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The European journal of finance
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12
Working paper / National Bureau of Economic Research, Inc.
12
International review of economics & finance : IREF
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Swiss Finance Institute Research Paper
11
The journal of trading
11
Applied economics
10
Research in international business and finance
10
Asia-Pacific journal of financial studies
9
Discussion paper / Centre for Economic Policy Research
9
Journal of financial and quantitative analysis : JFQA
9
Discussion papers / CEPR
8
International journal of theoretical and applied finance
8
Journal of financial intermediation
8
Journal of risk and financial management : JRFM
8
The North American journal of economics and finance : a journal of financial economics studies
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
European financial management : the journal of the European Financial Management Association
7
Journal of economic dynamics & control
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ECONIS (ZBW)
28
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1
The determinants of limit order cancellations
Dahlström, Petter
;
Hagströmer, Björn
;
Nordén, Lars L.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 181-201
Persistent link: https://www.econbiz.de/10014483152
Saved in:
2
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:
3
Dealers and changing obligations : the case of stub quoting
Egginton, Jared F.
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 919-941
Persistent link: https://www.econbiz.de/10011595757
Saved in:
4
Individual investor trading and stock liquidity
Wang, Qin
;
Zhang, Jun
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 485-508
Persistent link: https://www.econbiz.de/10011531995
Saved in:
5
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:
6
Computerized and high-frequency trading
Goldstein, Michael A.
;
Kumar, Pavitra
;
Graves, Frank C.
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 177-202
Persistent link: https://www.econbiz.de/10010362733
Saved in:
7
How aggressive are high-frequency traders?
Hagströmer, Björn
;
Nordén, Lars
;
Zhang, Dong
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 395-419
Persistent link: https://www.econbiz.de/10010363573
Saved in:
8
The provision of liquidity by high-frequency participants
Jarnecic, Elvis
;
Snape, Mark
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 371-394
Persistent link: https://www.econbiz.de/10010363575
Saved in:
9
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina
;
Westerholm, P. Joakim
;
Zheng, Hui
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
Saved in:
10
Limit order book and commonality in liquidity
Kang, Wenjin
;
Zhang, Huiping
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10009717663
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