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~isPartOf:"Economic modelling"
~subject:"Deutschland"
~subject:"Finanzmarkt"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
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Securities trading
23
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12
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12
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9
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Amtsdruckschrift
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Arumugam, Devika
1
Boco, Hervé
1
Chen, Xinyun
1
Gaffeo, Edoardo
1
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1
Germain, Laurent
1
Gong, Xu
1
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1
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1
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1
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1
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1
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1
Shi, Yukun
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Economic modelling
Journal of banking & finance
21
International review of financial analysis
14
Journal of financial markets
14
Pacific-Basin finance journal
13
The journal of finance : the journal of the American Finance Association
13
Die Bank
12
Finance research letters
11
Journal of financial economics
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The review of financial studies
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Journal of empirical finance
10
The European journal of finance
10
The journal of futures markets
10
Journal of international financial markets, institutions & money
9
Quantitative finance
8
Research in international business and finance
8
Review of quantitative finance and accounting
8
Applied economics
7
Journal of economic behavior & organization : JEBO
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Zeitschrift für Bankrecht und Bankwirtschaft : ZBB
7
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
6
Computational economics
6
Financial markets and portfolio management
6
Journal of financial and quantitative analysis : JFQA
6
The journal of trading
6
The review of economic studies
6
Asia-Pacific journal of financial studies
5
Bulletin / Bank of Finland
5
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
5
International review of economics & finance : IREF
5
Journal of behavioral and experimental finance
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Journal of economic theory
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The financial review : the official publication of the Eastern Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of theoretical and applied finance
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ECONIS (ZBW)
8
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1
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:
2
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:
3
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:
4
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:
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
Taxing financial transactions in fundamentally heterogeneous markets
Gaffeo, Edoardo
;
Molinari, Massimo
- In:
Economic modelling
64
(
2017
),
pp. 322-333
Persistent link: https://www.econbiz.de/10011761261
Saved in:
7
Heterogeneous noisy beliefs and dynamic competition in financial markets
Boco, Hervé
;
Germain, Laurent
;
Rousseau, Fabrice
- In:
Economic modelling
54
(
2016
),
pp. 347-363
Persistent link: https://www.econbiz.de/10011642190
Saved in:
8
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
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