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~isPartOf:"Research papers / New York Stock Exchange"
~isPartOf:"Umeå economic studies"
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Securities trading
16
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Research papers / New York Stock Exchange
Umeå economic studies
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134
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
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1
On the returns of trend-following trading strategies
Lundström, Christian
-
2017
Persistent link: https://www.econbiz.de/10011629206
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2
Value at risk for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
-
2009
Persistent link: https://www.econbiz.de/10003823264
Saved in:
3
Rules on the Baltic stock markets
Lönnbark, Carl
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003779732
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4
A vector integer-valued moving model for high frequency financial count data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305253
Saved in:
5
Time series modelling of high frequency stock transaction data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305257
Saved in:
6
Effects of explanatory variables in count data moving average models
Brännäs, Kurt
(
contributor
);
Lönnbark, Carl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305265
Saved in:
7
Modelling high frequency financial count data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002744059
Saved in:
8
Bivariate time series modelling of financial count data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002724832
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9
Lifting the veil : an analysis of pre-trade transparency at the NYSE
Boehmer, Ekkehart
(
contributor
);
Saar, Gideon
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758885
Saved in:
10
Public disclosure and private decisions : the case of equity market execution quality
Boehmer, Ekkehart
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001951294
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