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Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios - In: Economics letters 172 (2018), pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
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Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economics letters 150 (2017), pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
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Are speculative bubbles welfare improving? : a note on Wang and Wen (2012)
Fausch, Jürg; Sigonius, Markus - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228130
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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On estimating market microstructure noise variance
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 150 (2017), pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
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Bitcoin Futures : what use are they?
Corbet, Shaen; Lucey, Brian M.; Peat, Maurice; Vigne, Samuel - In: Economics letters 172 (2018), pp. 23-27
Persistent link: https://www.econbiz.de/10012021934
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The gambler's and hot-hand fallacies : empirical evidence from trading data
Pelster, Matthias - In: Economics letters 187 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012504242
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Real exchange rate dynamics in the presence of non-traded goods and transaction costs
Yi, In-gu; Shin, Jonghyup - In: Economics letters 106 (2010) 3, pp. 216-218
Persistent link: https://www.econbiz.de/10003952080
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Finite sample properties of the ARCH class of models with stochastic volatility
Deb, Partha - In: Economics letters 55 (1997) 1, pp. 27-34
Persistent link: https://www.econbiz.de/10001225291
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Financial shocks, comovement and credit frictions
Finocchiaro, Daria; Mendicino, Caterina - In: Economics letters 143 (2016), pp. 20-23
Persistent link: https://www.econbiz.de/10011616822