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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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Fire sales by euro area banks and funds : what is their asset price impact?
Mirza, Harun; Moccero, Diego; Palligkinis, Spyros; … - In: Economic modelling 93 (2020), pp. 430-444
Persistent link: https://www.econbiz.de/10012430199
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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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Day-of-the-week trading patterns of informed and uninformed traders in Taiwan's foreign exchange market
Zhang, Tai-Wei; Chueh, Horace; Hsu, Yao Hua - In: Economic modelling 47 (2015), pp. 271-279
Persistent link: https://www.econbiz.de/10011439120
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Heterogeneous noisy beliefs and dynamic competition in financial markets
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - In: Economic modelling 54 (2016), pp. 347-363
Persistent link: https://www.econbiz.de/10011642190
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Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie; Ma, Feng; Zhu, Bo - In: Economic modelling 76 (2019), pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
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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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Taxing financial transactions in fundamentally heterogeneous markets
Gaffeo, Edoardo; Molinari, Massimo - In: Economic modelling 64 (2017), pp. 322-333
Persistent link: https://www.econbiz.de/10011761261
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Regime linkages between the Mexican currency market and emerging equity markets
Kanas, Angelos - In: Economic modelling 22 (2005) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10002561902
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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