Narrow search
Showing 1 - 10 of 1,814
Cover Image
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
Cover Image
Information and optimal trading strategies with dark pools
Bayona, Anna; Dumitrescu, Ariadna; Manzano Tovar, Carolina - In: Economic modelling 126 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Cover Image
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
Cover Image
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun; … - In: Economic modelling 59 (2016), pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Cover Image
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
Cover Image
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
Cover Image
The impact of ownership concentration and analyst coverage on market liquidity : comparative evidence from an auction and a specialist market
Staglianò, Raffaele; La Rocca, Maurizio; Gerace, Dionigi - In: Economic modelling 70 (2018), pp. 203-214
Persistent link: https://www.econbiz.de/10012027901
Cover Image
Corporate ESG rating and stock market liquidity : evidence from China
He, Feng; Feng, Yaqian; Hao, Jing - In: Economic modelling 129 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014472267
Cover Image
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Cover Image
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda; Yu, Lean - In: Economic modelling 35 (2013), pp. 796-804
Persistent link: https://www.econbiz.de/10010336666