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~isPartOf:"Journal of financial economics"
~isPartOf:"Market microstructure and liquidity"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Volatility"
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Search: subject_exact:"Effektengeschäft"
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Volatility
Securities trading
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Journal of financial economics
Market microstructure and liquidity
Pacific-Basin finance journal
Journal of banking & finance
13
International review of financial analysis
12
Journal of financial markets
10
The journal of futures markets
10
Applied economics
7
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
21
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1
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10
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21
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date (oldest first)
1
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
2
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
3
Market intraday momentum in Australia
Ho, Tu
;
Lv, Jin Roc
;
Schultz, Emma
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013252821
Saved in:
4
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
5
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 378-403
Persistent link: https://www.econbiz.de/10012131565
Saved in:
6
Algorithmic and high frequency trading in Asia-Pacific, now and the future
Zhou, Hao
;
Kalev, Petko S.
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 186-207
Persistent link: https://www.econbiz.de/10012133446
Saved in:
7
Investors' financial attention frequency and trading activity
Cai, Wenwu
;
Lu, Jing
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012231115
Saved in:
8
Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin
;
Whitby, Ryan
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
Saved in:
9
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
10
The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
Saved in:
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