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~isPartOf:"International review of financial analysis"
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Volatility
16
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16
Electronic trading
14
Elektronisches Handelssystem
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Börsenkurs
13
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13
Securities trading
9
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2
Ibikunle, Gbenga
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Manahov, Viktor
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International review of financial analysis
Journal of econometrics
67
CREATES Research Papers
59
Journal of financial markets
48
Physica A: Statistical Mechanics and its Applications
41
The journal of trading
41
Journal of financial economics
38
Journal of international financial markets, institutions & money
38
Quantitative finance
37
Journal of banking & finance
36
The journal of futures markets
35
Finance research letters
32
ECB Working Paper
28
Journal of risk and financial management : JRFM
28
Research in international business and finance
28
Journal of empirical finance
27
MPRA Paper
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Economic modelling
24
Journal of Risk and Financial Management
24
Research paper series / Swiss Finance Institute
22
Economics letters
21
Journal of financial econometrics
21
The review of financial studies
21
Wiley trading series
21
Working Paper
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Tinbergen Institute Discussion Papers
19
Applied economics letters
18
Computational economics
18
Discussion paper / Tinbergen Institute
18
International review of economics & finance : IREF
18
Pacific-Basin finance journal
18
The North American journal of economics and finance : a journal of financial economics studies
18
Tinbergen Institute Discussion Paper
18
Applied economics
17
Market microstructure and liquidity
17
Swiss Finance Institute Research Paper
17
Working paper series / European Central Bank
17
NBER working paper series
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
28
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1
Assessing the crypto market stability after the FTX collapse : a study of
high
frequency
volatility and connectedness
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543961
Saved in:
2
Cross-exchange crypto risk : a
high-frequency
dynamic network perspective
Wang, Yifu
;
Lu, Wanbo
;
Lin, Min-Bin
;
Ren, Rui
;
Härdle, …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543953
Saved in:
3
Applications of
high-frequency
data in finance : a bibliometric literature review
Hussain, Syed Mujahid
;
Ahmad, Nisar
;
Ahmed, Sheraz
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467089
Saved in:
4
High-frequency
trading and market quality : the case of a "slightly exposed" market
Ekinci, Cumhur
;
Ersan, Oğuz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350054
Saved in:
5
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday
high-frequency
data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
6
Strategic liquidity provision in
high-frequency
trading
Hayashi, Takaki
;
Nishide, Katsumasa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543525
Saved in:
7
The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zhang, Zeyu
;
Ibikunle, Gbenga
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014465106
Saved in:
8
Stock market reactions to monetary policy surprises under uncertainty
Benchimol, Jonathan
;
Saadon, Yossi
;
Segev, Nimrod
- In:
International review of financial analysis
89
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014467050
Saved in:
9
International
high-frequency
arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467063
Saved in:
10
Senior official speech attributes and foreign exchange risk around business cycles
Ayadi, Mohamed
;
Ben Omrane, Walid
;
Wang, Jiayu
;
Welch, …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366164
Saved in:
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