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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of futures markets"
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Marktmikrostruktur
Volatility
Securities trading
86
Wertpapierhandel
86
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26
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Börsenkurs
24
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24
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Fonseca, José da
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Hung, Pi-Hsia
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Lien, Da-hsiang Donald
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Zaatour, Riadh
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Review of quantitative finance and accounting
The journal of futures markets
Journal of financial markets
38
Journal of banking & finance
32
Pacific-Basin finance journal
32
Quantitative finance
26
Market microstructure and liquidity
23
International review of financial analysis
21
Finance research letters
19
Journal of financial economics
19
Journal of international financial markets, institutions & money
17
The financial review : the official publication of the Eastern Finance Association
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The European journal of finance
14
Research in international business and finance
13
International review of economics & finance : IREF
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Journal of empirical finance
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CFS working paper series
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Economic modelling
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Applied economics
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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
The journal of finance : the journal of the American Finance Association
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 trading
8
Gabler Edition Wissenschaft
7
Staff reports / Federal Reserve Bank of New York
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of risk and financial management : JRFM
6
Research paper series / Swiss Finance Institute
6
Rodney L. White Center for Financial Research
6
SFB 649 discussion paper
6
The review of financial studies
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ECONIS (ZBW)
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1
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
2
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:
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
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:
5
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:
6
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:
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
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
Saved in:
9
Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Zhang, Junhuan
;
McBurney, Peter
;
Musial, Katarzyna
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 301-352
Persistent link: https://www.econbiz.de/10011979118
Saved in:
10
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
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