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Macroeconomic and market microstructure modelling of Ugandan exchange rate
Katusiime, Lorna; Shamsuddin, Abul; Agbola, Frank Wogbe - In: Economic modelling 45 (2015), pp. 175-186
Persistent link: https://www.econbiz.de/10011334129
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An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin; Gao, Cheng; Lu, Jie; Mizrach, Bruce Marshall - In: Economic modelling 34 (2013), pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
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Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
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Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices
Fiess, Norbert M.; MacDonald, Ronald - In: Economic modelling 19 (2002) 3, pp. 353-374
Persistent link: https://www.econbiz.de/10001662503
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An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang; Zhang, Yongjie; Zhang, Xiaotao - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
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Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan; Gradojevic, Nikola - In: Economic modelling 33 (2013), pp. 86-93
Persistent link: https://www.econbiz.de/10010192040
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves - In: Economic modelling 81 (2019), pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
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Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi; Prigent, Jean-Luc - In: Economic modelling 80 (2019), pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
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The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Economic modelling 93 (2020), pp. 398-414
Persistent link: https://www.econbiz.de/10012430196