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Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
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Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent; Liu, Junwei; Liu, Zhi - In: Journal of banking & finance 37 (2013) 5, pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
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Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Chen, Yu-lun; Gau, Yin-feng - In: Journal of banking & finance 38 (2014), pp. 194-204
Persistent link: https://www.econbiz.de/10010340779
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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Decomposing liquidity along the limit order book
Rakowski, David; Beardsley, Xiaoxin Wang - In: Journal of banking & finance 32 (2008) 8, pp. 1687-1698
Persistent link: https://www.econbiz.de/10003749417
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Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim; Oberoi, Jaideep; Oduro, Samuel D. - In: Journal of banking & finance 125 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - In: Journal of banking & finance 61 (2015) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl; Ladley, Dan - In: Journal of banking & finance 72 (2016), pp. 119-131
Persistent link: https://www.econbiz.de/10011637085
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The competitive implications of multimarket bank branching
Hannan, Timothy Hale; Prager, Robin A. - In: Journal of banking & finance 28 (2004) 8, pp. 1889-1914
Persistent link: https://www.econbiz.de/10002118331
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Exploring the nexus between banking sector reform and performance : evidence from newly acceded EU countries
Brissimis, Sophocles N.; Delēs, Manthos D.; … - In: Journal of banking & finance 32 (2008) 12, pp. 2674-2683
Persistent link: https://www.econbiz.de/10003796152