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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Elektronisches Handelssystem"
~subject:"Volatilität"
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Elektronisches Handelssystem
Volatilität
Market microstructure
35
Marktmikrostruktur
35
Börsenkurs
14
Share price
14
Theorie
12
Theory
12
Volatility
9
Bid-ask spread
8
Geld-Brief-Spanne
8
Aktienmarkt
7
Securities trading
7
Stock market
7
Wertpapierhandel
7
Asymmetric information
6
Asymmetrische Information
6
Estimation
6
Schätzung
6
Bourse
5
Börse
5
Price discovery
5
USA
5
United States
5
Capital income
4
Electronic trading
4
Handelsvolumen der Börse
4
Kapitaleinkommen
4
Trading volume
4
Ankündigungseffekt
3
Announcement effect
3
CAPM
3
Devisenmarkt
3
Foreign exchange market
3
Autocorrelation
2
Autokorrelation
2
Dual listing
2
EU countries
2
EU-Staaten
2
Exchange rate
2
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Article
13
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13
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13
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English
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Aldrich, Eric M.
1
Barclay, Michael J.
1
Bu, Ruijun
1
Cenesizoglu, Tolga
1
Chen, Linda H.
1
Dijk, Dick van
1
Dionne, Georges
1
Frederiksen, Per
1
Frijns, Bart
1
Gleason, Kimberly
1
Hendershott, Terrence
1
Hizmeri, Rodrigo
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Izzeldin, Marwan
1
Jiang, George J.
1
Lee, Seung
1
Mathur, Iqbal
1
Murphy, Anthony
1
Nielsen, Morten Ørregaard
1
Opschoor, Anne
1
Otsubo, Yoichi
1
Peterson, Mark A.
1
Taylor, Nicholas
1
Theissen, Erik
1
Tourani Rad, Alireza
1
Tsionas, Efthymios G.
1
Wel, Michel van der
1
Wu, Zhengxiao
1
Xu, Danielle D.
1
Yao, Tong
1
Zhou, Xiaozhou
1
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Journal of empirical finance
Journal of econometrics
41
Journal of banking & finance
18
International review of financial analysis
15
Journal of financial markets
14
Quantitative finance
14
Journal of international financial markets, institutions & money
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Finance research letters
11
Research in international business and finance
11
Market microstructure and liquidity
10
Journal of financial economics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Pacific-Basin finance journal
8
The European journal of finance
8
CFS working paper series
7
Economic modelling
7
International journal of finance & economics : IJFE
7
Journal of international money and finance
7
SFB 649 discussion paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
Cambridge working papers in economics
6
Journal of financial and quantitative analysis : JFQA
6
Research paper series / Swiss Finance Institute
6
CEFIR and NES working papers
5
CESifo working papers
5
CFS Working Paper
5
Econometric reviews
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Finance and stochastics
5
Journal of financial econometrics
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NES working paper series : working paper
5
Review of quantitative finance and accounting
5
The review of financial studies
5
Working paper
5
Working paper / Centre for Financial Research
5
Applied mathematical finance
4
Cambridge-INET working papers
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ECONIS (ZBW)
13
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13
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1
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
2
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
3
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
4
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
5
Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga
- In:
Journal of empirical finance
49
(
2018
),
pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
Saved in:
6
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
7
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
8
International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
Otsubo, Yoichi
- In:
Journal of empirical finance
25
(
2014
),
pp. 36-51
Persistent link: https://www.econbiz.de/10010462089
Saved in:
9
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
10
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
Saved in:
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