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isPartOf:"Review of quantitative finance and accounting"
~subject:"Insider trading"
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Search: subject_exact:"Wertpapiergeschäft"
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Insider trading
Marktmikrostruktur
Volatility
Securities trading
42
Wertpapierhandel
42
Börsenkurs
15
Share price
15
Aktienmarkt
11
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Hung, Pi-Hsia
2
Lien, Da-hsiang Donald
2
Aitken, Michael J.
1
Brockman, Paul
1
Choe, Kwang-il
1
Chung, Dennis Y.
1
Cuñado, J.
1
Egginton, Jared F.
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Figueiredo, Antonio
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Gil-Alaña, Luis A.
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Guo, Mingyuan
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Kumar, Raman
1
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Lu, Zemin
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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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Van Ness, Robert A.
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Weaver, Daniel G.
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Wiegand, Ingo
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Wu, Chunchi
1
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Review of quantitative finance and accounting
Journal of financial markets
45
Journal of banking & finance
35
Pacific-Basin finance journal
35
Quantitative finance
26
Market microstructure and liquidity
23
International review of financial analysis
22
Journal of financial economics
22
Finance research letters
21
Journal of international financial markets, institutions & money
18
The European journal of finance
15
The financial review : the official publication of the Eastern Finance Association
15
International review of economics & finance : IREF
13
Journal of empirical finance
13
Journal of financial and quantitative analysis : JFQA
13
Research in international business and finance
13
CFS working paper series
12
The journal of finance : the journal of the American Finance Association
12
Applied economics
11
Economic modelling
11
Journal of economic dynamics & control
11
The journal of futures markets
11
SAFE working paper
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of theoretical and applied finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER Working Paper
9
NBER working paper series
9
Applied mathematical finance
8
Asia-Pacific journal of financial studies
8
The journal of trading
8
The review of financial studies
8
Gabler Edition Wissenschaft
7
Staff reports / Federal Reserve Bank of New York
7
Working paper / National Bureau of Economic Research, Inc.
7
Computational economics
6
Discussion paper / Tinbergen Institute
6
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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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
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
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
The implied intra-day probability of informed trading
Kumar, Raman
;
Popescu, Marius
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 357-371
Persistent link: https://www.econbiz.de/10010391637
Saved in:
10
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:
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