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isPartOf:"Review of quantitative finance and accounting"
~subject:"Estimation"
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Estimation
Marktmikrostruktur
Volatility
Securities trading
42
Wertpapierhandel
42
Börsenkurs
15
Share price
15
Aktienmarkt
11
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11
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Time series analysis
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Zeitreihenanalyse
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Hung, Pi-Hsia
2
Lien, Da-hsiang Donald
2
Brockman, Paul
1
Chen, Hsuan-chi
1
Chiu, Shean-bii
1
Choe, Kwang-il
1
Chung, Dennis Y.
1
Cuñado, J.
1
Egginton, Jared F.
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Figueiredo, Antonio
1
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Gil-Alaña, Luis A.
1
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1
Holowczak, Richard
1
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1
Kim, Tae-jung
1
Krausz, Joshua
1
Krishnamurti, Chandrasekhar
1
Kryzanowski, Lawrence
1
Lazrak, Skander
1
Lee, Alice C.
1
McBurney, Peter
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Musial, Katarzyna
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Nam, Kiseok
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Pan, Chiu-Ting
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Perez de Gracia, Fernando
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Ronen, Tavy
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1
Van Ness, Bonnie F.
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Van Ness, Robert A.
1
Weaver, Daniel G.
1
Yeh, Yin-hua
1
Yi, Sang-bin
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Review of quantitative finance and accounting
Journal of financial markets
45
Journal of banking & finance
40
Pacific-Basin finance journal
38
Quantitative finance
28
Journal of financial economics
27
International review of financial analysis
26
Finance research letters
25
Working paper / National Bureau of Economic Research, Inc.
24
Market microstructure and liquidity
23
Journal of international financial markets, institutions & money
20
Journal of empirical finance
17
The European journal of finance
17
CFS working paper series
16
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
15
The financial review : the official publication of the Eastern Finance Association
15
Discussion paper / Centre for Economic Policy Research
14
International review of economics & finance : IREF
14
The journal of finance : the journal of the American Finance Association
14
The journal of futures markets
14
Applied economics letters
13
Research in international business and finance
13
SFB 649 discussion paper
13
Applied economics
12
Economic modelling
12
Journal of economic dynamics & control
12
NBER Working Paper
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
SAFE working paper
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Asia-Pacific journal of financial studies
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied financial economics
9
Discussion paper
9
International journal of theoretical and applied finance
9
Rodney L. White Center for Financial Research
9
Applied mathematical finance
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
8
Research paper series / Swiss Finance Institute
8
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ECONIS (ZBW)
17
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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
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:
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
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:
8
Informed traders of cross-listed shares trade more in the domestic market around earnings releases
Kryzanowski, Lawrence
;
Lazrak, Skander
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009271392
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
US stock market volatility persistence : evidence before and after the burst of the IT bubble
Cuñado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Review of quantitative finance and accounting
33
(
2009
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
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