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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
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Intraday interactions between high-frequency trading and price efficiency
Ben Ammar, Imen; Hellara, Slaheddine - In: Finance research letters 41 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013336225
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Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
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On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro; Cerchiello, Paola; Mertzanis, Charilaos - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
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Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao; Huang, Zhuo; Liang, Fang - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur; Akyildirim, Erdinc; Corbet, Shaen - In: Finance research letters 31 (2019), pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
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Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony; Walther, Thomas - In: Finance research letters 22 (2017), pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
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Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430661
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Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping; Liu, Xiaoxing - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
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Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki; Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576141