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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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1
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
2
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
3
Market
liquidity
in the financial crisis : the role of
liquidity
commonality and flight-to-quality
Rösch, Christoph G.
;
Kaserer, Christoph
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2284-2302
Persistent link: https://www.econbiz.de/10009760681
Saved in:
4
Reprint of: Market
liquidity
in the financial crisis : the role of
liquidity
commonality and flight-to-quality
Rösch, Chistoph G.
;
Kaserer, Christoph
- In:
Journal of banking & finance
45
(
2014
),
pp. 152-170
Persistent link: https://www.econbiz.de/10010466608
Saved in:
5
Distilling
liquidity
costs from limit order books
Amaya, Diego
;
Filbien, Jean-Yves
;
Okou, Cédric
;
Roch, …
- In:
Journal of banking & finance
94
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10011965700
Saved in:
6
The impact of
competition
and information on intraday trading
Malinova, Katya
;
Park, Andreas
- In:
Journal of banking & finance
44
(
2014
),
pp. 55-71
Persistent link: https://www.econbiz.de/10010409963
Saved in:
7
Competition
, signaling and non-walking through the book : effects on order choice
Valenzuela, Marcela
;
Zer, Ilknur
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5421-5435
Persistent link: https://www.econbiz.de/10010343681
Saved in:
8
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
9
The bull of Wall Street : experimental analysis of testosterone and asset trading
Nadler, Amos
;
Jiao, Peiran
;
Johnson, Cameron J.
; …
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4032-4051
Persistent link: https://www.econbiz.de/10011921474
Saved in:
10
Turnover :
liquidity
or uncertainty?
Barinov, Alexander
- In:
Management science : journal of the Institute for …
60
(
2014
)
10
,
pp. 2478-2495
Persistent link: https://www.econbiz.de/10010461871
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