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~isPartOf:"Economic modelling"
~subject:"Börsenkurs"
~subject:"Financial market"
~subject:"Geld-Brief-Spanne"
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Börsenkurs
Financial market
Geld-Brief-Spanne
Marktmikrostruktur
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Securities trading
22
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22
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11
Market microstructure
8
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Anagnostidis, Panagiotis
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Manzano Tovar, Carolina
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Economic modelling
Journal of financial markets
76
Journal of banking & finance
64
Working paper / National Bureau of Economic Research, Inc.
59
NBER working paper series
51
Pacific-Basin finance journal
49
Journal of financial economics
42
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Finance research letters
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40
International review of financial analysis
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33
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The financial review : the official publication of the Eastern Finance Association
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22
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Applied economics letters
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SAFE working paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of futures markets
18
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of trading
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Asia-Pacific journal of financial studies
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of theoretical and applied finance
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Research in international business and finance
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Applied mathematical finance
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ECONIS (ZBW)
18
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1
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:
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
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:
5
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:
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
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:
10
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:
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