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~accessRights:"restricted"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Asymmetrische Information"
~subject:"Volatility"
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Asymmetrische Information
Volatility
Market microstructure
21
Marktmikrostruktur
21
Börsenkurs
17
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17
Securities trading
15
Wertpapierhandel
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Banerjee, Anirban
1
Chen, Jing
1
Frino, Alex
1
Guo, Qian
1
Han, Qian
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Iwatsubo, Kentaro
1
Kalev, Petko S.
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Liu, Qiang
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Liu, Zhi
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Petchey, James
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Roy, Prince
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Wee, Marvin
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Yamamoto, Ryuichi
1
Yang, Wenling
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Zhang, Chuanhai
1
Zhao, Chengzhi
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Zhou, Hao
1
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Pacific-Basin finance journal
Journal of econometrics
29
Finance research letters
12
Quantitative finance
9
International review of economics & finance : IREF
8
Economic modelling
7
International review of financial analysis
7
Journal of banking & finance
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
Journal of empirical finance
6
Journal of financial markets
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Market microstructure and liquidity
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economics letters
4
Journal of economic theory
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of finance : the journal of the American Finance Association
3
Applied economics
2
Applied mathematical finance
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Computational economics
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Global finance journal
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International journal of economics and finance
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Journal of economic behavior & organization : JEBO
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Journal of economic interaction and coordination
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Journal of financial economics
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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American journal of agricultural economics
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1
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
2
Order submission, information asymmetry, and tick size
Zhu, Hongyu
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
Saved in:
3
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
4
The changing role of foreign investors in Tokyo stock price formation
Iwatsubo, Kentaro
;
Watkins, Clinton
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013258056
Saved in:
5
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
6
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
7
Pinning down an effective measure for probability of informed trading
Petchey, James
;
Wee, Marvin
;
Yang, Wenling
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
Saved in:
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