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subject:"Kapitaleinkommen"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Effektengeschäft"
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Kapitaleinkommen
Theory
Securities trading
81
Wertpapierhandel
81
USA
28
United States
28
Börsenkurs
22
Share price
22
Aktienmarkt
18
Stock market
18
Market microstructure
16
Marktmikrostruktur
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Theorie
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Behavioural finance
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Estimation
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Schätzung
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Asymmetric information
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Volatilität
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Bid-ask spread
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China
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Electronic trading
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Elektronisches Handelssystem
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Geld-Brief-Spanne
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Handelsvolumen der Börse
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Trading volume
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Efficient market hypothesis
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Effizienzmarkthypothese
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Bourse
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Börse
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Investment Fund
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Investmentfonds
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Market liquidity
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Marktliquidität
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25
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Article in journal
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25
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English
25
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Goetzmann, William N.
2
Ivković, Zoran
2
Long, Yunshen
2
Park, Andreas
2
Wu, Liang
2
Barardehi, Yashar H.
1
Barroso, Pedro
1
Bartling, Björn
1
Bayona, Anna
1
Bernales, Alejandro
1
Boco, Hervé
1
Chan, Kam C.
1
Chen, Xinyun
1
Da, Zhi
1
Dumitrescu, Ariadna
1
Easley, David
1
Edelen, Roger M.
1
Feng, Xunan
1
Gaffeo, Edoardo
1
Gagnon, Louis
1
Garrido, Nicolás
1
Germain, Laurent
1
Gong, Xu
1
Ingersoll, Jonathan E.
1
Kalay, Avner
1
Karehnke, Paul
1
Karolyi, G. Andrew
1
Kim, Hwagyun
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Li, Zhicheng
1
Liu, Chang
1
Liu, Hengzhi
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Long, Xingchen
1
Ma, Diandian
1
Ma, Feng
1
Malinova, Katya
1
Manzano Tovar, Carolina
1
Molinari, Massimo
1
O'Hara, Maureen
1
Perotti, Enrico C.
1
Pinnuck, Matt
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Economic modelling
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
57
Journal of financial economics
43
The review of financial studies
43
Journal of financial markets
39
The journal of finance : the journal of the American Finance Association
34
Finance research letters
27
Pacific-Basin finance journal
27
Quantitative finance
25
Journal of empirical finance
24
International review of financial analysis
22
Journal of economic dynamics & control
21
International journal of theoretical and applied finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Applied economics
17
Review of quantitative finance and accounting
17
Computational economics
16
Journal of international financial markets, institutions & money
15
Market microstructure and liquidity
15
Applied economics letters
14
The European journal of finance
14
Journal of economic theory
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Applied mathematical finance
11
The financial review : the official publication of the Eastern Finance Association
11
The journal of trading
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International review of economics & finance : IREF
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economics letters
9
Journal of economic behavior & organization : JEBO
9
Journal of financial intermediation
9
The American economic review
9
Applied financial economics
8
Asia-Pacific journal of financial studies
8
Investment management and financial innovations
8
Journal of mathematical economics
8
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ECONIS (ZBW)
25
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1
The information in industry-neutral self-financed trades
Barardehi, Yashar H.
;
Da, Zhi
;
Warachka, Mitch
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 796-829
Persistent link: https://www.econbiz.de/10014520124
Saved in:
2
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
Saved in:
3
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
4
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
5
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
6
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
7
Crowding and tail risk in momentum returns
Barroso, Pedro
;
Edelen, Roger M.
;
Karehnke, Paul
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
4
,
pp. 1313-1342
Persistent link: https://www.econbiz.de/10013270306
Saved in:
8
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
9
Determining the information share of liquidity and order flows in extreme price movements
Wu, Liang
;
Liu, Hengzhi
;
Liu, Chang
;
Long, Yunshen
- In:
Economic modelling
93
(
2020
),
pp. 559-575
Persistent link: https://www.econbiz.de/10012430242
Saved in:
10
Liquidity and information in limit order markets
Roşu, Ioanid
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
6
,
pp. 1792-1839
Persistent link: https://www.econbiz.de/10012307547
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