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1
Time weighted price contribution
Jahanshahloo, Hossein
;
Spokeviciute, Laima
- In:
Finance research letters
43
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014632282
Saved in:
2
Correcting microstructure comovement biases for integrated covariance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Finance research letters
7
(
2010
)
3
,
pp. 184-191
Persistent link: https://www.econbiz.de/10009272754
Saved in:
3
Commonality in liquidity : effects of monetary policy and macroeconomic announcements
Sensoy, Ahmet
- In:
Finance research letters
16
(
2016
),
pp. 125-131
Persistent link: https://www.econbiz.de/10011655140
Saved in:
4
Insider competition under two-dimensional uncertainty and informational asymmetry
Bade, Marco
- In:
Finance research letters
19
(
2016
),
pp. 79-82
Persistent link: https://www.econbiz.de/10011657462
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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
Price discovery share : an order invariant measure of price discovery
Shen, Shulin
;
Sultan, Syed Galib
;
Zivot, Eric
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061427
Saved in:
7
Limit order book dynamics and order size modelling using Compound Hawkes Process
Jain, Konark
;
Firoozye, Nikan B.
;
Kochems, Jonathan
; …
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015080930
Saved in:
8
The generality of spurious predictability
Cho, Jin-Wan
;
Shin, Jhinyoung
;
Singh, Rajdeep
- In:
Finance research letters
1
(
2004
)
4
,
pp. 203-214
Persistent link: https://www.econbiz.de/10003307409
Saved in:
9
Convergence in cryptocurrency prices? : the role of market microstructure
Apergēs, Nikolaos
;
Koutmos, Dimitrios
;
Payne, James E.
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819218
Saved in:
10
Fragmentation in the Bitcoin market : evidence from multiple coexisting order books
Jeon, Yoontae
;
Samarbakhsh, Laleh
;
Hewitt, Kenji
- In:
Finance research letters
39
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012805501
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