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1
Trading from home : the impact of COVID-19 on trading volume around the
world
Chiah, Mardy
;
Zhong, Angel
- In:
Finance research letters
37
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485195
Saved in:
2
How does short selling affect liquidity in financial markets?
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Finance research letters
25
(
2018
),
pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
Saved in:
3
Momentum: further evidence from Australia
Ji, Xiuqing
- In:
Finance research letters
18
(
2016
),
pp. 234-236
Persistent link: https://www.econbiz.de/10011657043
Saved in:
4
Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Ormos, Mihály
;
Timotity, Dusán
- In:
Finance research letters
19
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011657448
Saved in:
5
Modelling order arrivals at price limits using Hawkes processes
Haghighi, Afshin
;
Fallahpour, Saeid
;
Eyvazlu, Reza
- In:
Finance research letters
19
(
2016
),
pp. 267-272
Persistent link: https://www.econbiz.de/10011657715
Saved in:
6
The benefits of combining seasonal anomalies and technical trading rules
Ge̜bka, Bartosz
;
Hudson, Robert
;
Atanasova, Christina V.
- In:
Finance research letters
14
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552592
Saved in:
7
Algorithmic trading and liquidity : long term evidence from Austria
Mestel, Roland
;
Murg, Michael
;
Theissen, Erik
- In:
Finance research letters
26
(
2018
),
pp. 198-203
Persistent link: https://www.econbiz.de/10012005670
Saved in:
8
Portfolio valuation under liquidity constraints with permanent price impact
Csóka, Péter
;
Hevér, Judit
- In:
Finance research letters
26
(
2018
),
pp. 235-241
Persistent link: https://www.econbiz.de/10012005685
Saved in:
9
The coherence of liquidity measures : the evidence from the emerging market
Będowska-Sójka, Barbara
- In:
Finance research letters
27
(
2018
),
pp. 118-123
Persistent link: https://www.econbiz.de/10012006758
Saved in:
10
Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?
Mitra, Subrata Kumar
;
Bawa, Jaslene Kaur
;
Kannadhasan, M.
; …
- In:
Finance research letters
20
(
2017
),
pp. 269-273
Persistent link: https://www.econbiz.de/10011806945
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