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High frequency return and risk...
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Showing
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1
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:
2
ETF
risk
models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
3
Returns behavior of ESG ETFs in the COVID-19 market crash : are green funds more resilient?
ElBannan, Mona A.
- In:
The journal of corporate accounting & finance
35
(
2024
)
2
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014535576
Saved in:
4
The relation between
return
and
volatility
in ETFs traded in Borsa Istanbul : is there any difference between islamic and conventional ETFs?
Hassan, M. Kabir
;
Kayhana, Selim
;
Bayatb, Tayfur
- In:
Islamic economic studies
24
(
2016
)
2
,
pp. 45-76
Persistent link: https://www.econbiz.de/10011729895
Saved in:
5
The effect of the alternation in the ruling party on three-factor risks and returns in
ETF
: the case of presidential elections in Taiwan
Chen, Chia-Pin
;
Liu, Ying Sing
;
Hsu, Chih-Wen
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 797-811
Persistent link: https://www.econbiz.de/10011563112
Saved in:
6
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:
7
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:
8
Coronavirus
disease 2019
Cao, Kang Hua
;
Woo, Chi-keung
;
Li, Ya
;
Liu, Yun
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
Saved in:
9
High frequency trading in the equity markets during US treasury POMO
Gao, Cheng
;
Mizraeh, Bruce
- In:
Uncertainty, expectations and asset price dynamics : …
,
(pp. 81-103)
.
2018
Persistent link: https://www.econbiz.de/10012015000
Saved in:
10
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
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