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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:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Bid-ask spread
Volatility
Securities trading
81
Wertpapierhandel
81
Börsenkurs
31
Share price
31
USA
21
United States
21
Market microstructure
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Chung, Kee H.
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
Dey, Malay K.
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Egginton, Jared F.
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1
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Gil-Alaña, Luis A.
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1
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1
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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
31
Pacific-Basin finance journal
21
International review of financial analysis
20
Journal of banking & finance
19
Finance research letters
17
Journal of financial economics
17
The journal of futures markets
13
Journal of international financial markets, institutions & money
12
Market microstructure and liquidity
12
Journal of empirical finance
11
Quantitative finance
11
CFS working paper series
10
The European journal of finance
10
Economic modelling
9
Applied economics
8
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Research in international business and finance
8
Research paper series / Swiss Finance Institute
8
The review of financial studies
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International journal of theoretical and applied finance
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
The journal of finance : the journal of the American Finance Association
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of financial intermediation
6
SFB 649 discussion paper
6
Swiss Finance Institute Research Paper
6
The journal of trading
6
Working paper / National Bureau of Economic Research, Inc.
6
Asia-Pacific journal of financial studies
5
Computational economics
5
Discussion paper / Centre for Economic Policy Research
5
European financial management : the journal of the European Financial Management Association
5
International review of economics & finance : IREF
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Quote competitiveness, 100-share quotes, and decimalization
Tang, Ning
;
Shkilko, Andriy
;
Stone, Gregory
- In:
The financial review : the official publication of the …
46
(
2011
)
1
,
pp. 89-101
Persistent link: https://www.econbiz.de/10008901169
Saved in:
9
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
Saved in:
10
Preferenced trading, quote competition, and market quality : evidence from decimalization on the NYSE
Huang, Wei
;
Rhee, S. Ghon
;
Tang, Ning
- In:
The financial review : the official publication of the …
45
(
2010
)
3
,
pp. 523-540
Persistent link: https://www.econbiz.de/10009374252
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