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isPartOf:"Review of quantitative finance and accounting"
~subject:"Aktienmarkt"
~subject:"Bid-ask spread"
~subject:"Share price"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Aktienmarkt
Bid-ask spread
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Volatility
Securities trading
42
Wertpapierhandel
42
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15
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11
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Hung, Pi-Hsia
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Nam, Kiseok
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Van Ness, Bonnie F.
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Aitken, Michael J.
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Review of quantitative finance and accounting
Journal of financial markets
68
Pacific-Basin finance journal
56
Journal of banking & finance
54
Finance research letters
46
International review of financial analysis
45
Journal of empirical finance
44
Working paper / National Bureau of Economic Research, Inc.
38
Journal of financial economics
36
NBER working paper series
34
Quantitative finance
30
NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
26
Market microstructure and liquidity
26
The financial review : the official publication of the Eastern Finance Association
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The review of financial studies
25
Journal of international financial markets, institutions & money
24
Applied economics letters
23
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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The European journal of finance
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CFS working paper series
21
Journal of economic dynamics & control
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Applied economics
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Research paper series / Swiss Finance Institute
20
The journal of finance : the journal of the American Finance Association
20
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of futures markets
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Economic modelling
17
The journal of trading
17
SAFE working paper
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Asia-Pacific journal of financial studies
15
International journal of theoretical and applied finance
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Investment management and financial innovations
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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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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Emerging markets review
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SFB 649 discussion paper
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Security price formation and informed trading with constrained short selling
Henry, Tyler R.
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10012173027
Saved in:
6
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:
7
A PIN per day shows what news convey : the intraday probability of informed trading
Pöppe, Thomas
;
Aitken, Michael J.
;
Schiereck, Dirk
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1187-1220
Persistent link: https://www.econbiz.de/10011596226
Saved in:
8
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:
9
Informed trade and idiosyncratic return variation
Kang, Moonsoo
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 551-572
Persistent link: https://www.econbiz.de/10011327591
Saved in:
10
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
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