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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
NBER working paper series
1,437
Finance research letters
1,412
Working paper / National Bureau of Economic Research, Inc.
1,325
Journal of banking & finance
1,206
NBER Working Paper
1,127
International review of financial analysis
1,012
Journal of financial economics
925
The journal of finance : the journal of the American Finance Association
831
International review of economics & finance : IREF
789
Energy economics
786
Applied economics
780
Pacific-Basin finance journal
652
Applied economics letters
649
Discussion paper / Centre for Economic Policy Research
626
Research in international business and finance
607
The review of financial studies
599
Economic modelling
587
The North American journal of economics and finance : a journal of financial economics studies
563
Applied financial economics
561
The journal of futures markets
556
Economics letters
555
Journal of financial and quantitative analysis : JFQA
546
Journal of international financial markets, institutions & money
538
Journal of empirical finance
524
Working paper
473
Review of quantitative finance and accounting
447
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
429
Journal of international money and finance
399
Journal of risk and financial management : JRFM
392
The European journal of finance
391
Journal of econometrics
381
The journal of corporate finance : contracting, governance and organization
370
CESifo working papers
350
IMF working papers
343
Journal of financial markets
343
International journal of economics and financial issues : IJEFI
332
International journal of economics and finance
323
Journal of economic dynamics & control
320
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ECONIS (ZBW)
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1
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
2
Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686741
Saved in:
3
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
4
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
5
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
6
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
7
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
8
Volatility
and
liquidity
on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
9
The impact of stock returns
volatility
on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
10
Market price of trading
liquidity
risk and market
depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
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