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1
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
2
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
3
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
4
Are high-frequency traders informed?
Anagnostidis, Panagiotis
;
Fontaine, Patrice
; …
- In:
Economic modelling
93
(
2020
),
pp. 365-383
Persistent link: https://www.econbiz.de/10012430169
Saved in:
5
Sentiment approach to underestimation and overestimation pricing model
Yang, Chunpeng
;
Zhou, Liyun
- In:
Economic modelling
51
(
2015
),
pp. 280-288
Persistent link: https://www.econbiz.de/10011476009
Saved in:
6
Optimal run time for EPQ model with scrap, rework and stochastic breakdowns : a note
Chiu, Yuan-shyi Peter
;
Chang, Huei-sin
- In:
Economic modelling
37
(
2014
),
pp. 143-148
Persistent link: https://www.econbiz.de/10010417770
Saved in:
7
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
Saved in:
8
Impact of heterogeneous beliefs and short sale constraints on security issuance decisions
Wang, Yahua
;
Xu, Feng
;
Hu, Angang
- In:
Economic modelling
30
(
2013
),
pp. 539-545
Persistent link: https://www.econbiz.de/10009708852
Saved in:
9
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
Saved in:
10
Does retail investor attention improve stock liquidity? : a dynamic perspective
Cheng, Feiyang
;
Chiao, Chaoshin
;
Wang, Chunfeng
;
Fang, …
- In:
Economic modelling
94
(
2021
),
pp. 170-183
Persistent link: https://www.econbiz.de/10012694748
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