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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics letters"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~person:"Roseman, Brian S."
~person:"Wu, Chunchi"
~subject:"Derivat"
~subject:"Handelsvolumen der Börse"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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Elektronisches Handelssystem
Derivat
Handelsvolumen der Börse
Portfolio selection
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Schätzung
USA
Volatility
Securities trading
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Roseman, Brian S.
Wu, Chunchi
Wu, Fei
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Applied economics letters
Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Making cents of tick sizes : the effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
Griffith, Todd
;
Roseman, Brian S.
- In:
Journal of banking & finance
101
(
2019
),
pp. 104-121
Persistent link: https://www.econbiz.de/10012162633
Saved in:
2
1-share orders and trades
Davis, Ryan L.
;
Roseman, Brian S.
;
Van Ness, Bonnie F.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
Saved in:
3
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
4
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
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