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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
126
Journal of financial markets
123
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
Pacific-Basin finance journal
81
The review of financial studies
80
Journal of securities operations & custody
72
The journal of finance : the journal of the American Finance Association
69
Finance research letters
66
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
Journal of international financial markets, institutions & money
44
The journal of futures markets
44
Review of quantitative finance and accounting
42
Research paper series / Swiss Finance Institute
39
The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
39
Quantitative finance
38
Wiley trading series
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Applied economics letters
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CFS working paper series
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Applied economics
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
32
International journal of theoretical and applied finance
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of economic dynamics & control
30
Market microstructure and liquidity
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SpringerLink / Bücher
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Fisher College of Business working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
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ECONIS (ZBW)
8
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1
Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?
Yap, Kok-Leong
;
Lau, Wee-Yeap
;
Izlin Ismail
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014234451
Saved in:
2
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
3
Beating the market with a simple proposed portfolio and technical trading rules
Metghalchi, Massoud
;
Cloninger, Peggy
;
Niroomand, Farhang
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014444705
Saved in:
4
Market efficiency of energy ETFs : evidence from USO and UGA
Metghalchi, Massoud
;
Cloninger, Peggy
;
Niroomand, Farhang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014304324
Saved in:
5
Stochastic simulation framework for the limit order book using liquidity-motivated agents
Panayi, Efstathios
;
Peters, Gareth W.
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011333470
Saved in:
6
A dynamic optimal execution strategy under stochastic price recovery
Ieda, Masashi
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011493100
Saved in:
7
Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Lerner, Peter
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403193
Saved in:
8
Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne
;
Peters, Gareth W.
;
Dunsmuir, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
Saved in:
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