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~isPartOf:"Economic modelling"
~language:"eng"
~language:"fra"
~subject:"Börsenkurs"
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Search: subject:"Wertpapierhandel"
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Börsenkurs
Securities trading
23
Wertpapierhandel
23
Share price
12
Market microstructure
9
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9
China
7
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6
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Long, Yunshen
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Anagnostidis, Panagiotis
1
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Chung, Huimin
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Economic modelling
Journal of financial markets
45
Journal of banking & finance
39
Pacific-Basin finance journal
38
Finance research letters
34
Journal of empirical finance
30
International review of financial analysis
29
Working paper / National Bureau of Economic Research, Inc.
29
NBER working paper series
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Quantitative finance
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NBER Working Paper
24
The review of financial studies
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Market microstructure and liquidity
22
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International review of economics & finance : IREF
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The financial review : the official publication of the Eastern Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
14
CFS working paper series
13
SAFE working paper
13
The European journal of finance
13
Asia-Pacific journal of financial studies
11
Emerging markets review
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of financial and quantitative analysis : JFQA
10
Journal of risk and financial management : JRFM
10
The journal of futures markets
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied mathematical finance
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CESifo working papers
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CFS Working Paper
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International journal of theoretical and applied finance
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ECONIS (ZBW)
12
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1
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:
2
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
3
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:
4
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
5
The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China
Xu, Liao
;
Gao, Han
;
Shi, Yukun
;
Zhao, Yang
- In:
Economic modelling
85
(
2020
),
pp. 400-408
Persistent link: https://www.econbiz.de/10012210698
Saved in:
6
Are high-frequency traders informed?
Anagnostidis, Panagiotis
;
Fontaine, Patrice
; …
- In:
Economic modelling
93
(
2020
),
pp. 365-383
Persistent link: https://www.econbiz.de/10012430169
Saved in:
7
Fire sales by euro area banks and funds : what is their asset price impact?
Mirza, Harun
;
Moccero, Diego
;
Palligkinis, Spyros
; …
- In:
Economic modelling
93
(
2020
),
pp. 430-444
Persistent link: https://www.econbiz.de/10012430199
Saved in:
8
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:
9
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
10
Short sale constraints, disperse pessimistic beliefs and market efficiency : evidence from the Chinese stock market
Zhao, Zhongkuang
;
Li, Shuqi
;
Xiong, Heping
- In:
Economic modelling
42
(
2014
),
pp. 333-342
Persistent link: https://www.econbiz.de/10010478100
Saved in:
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