Narrow search
Showing 1 - 10 of 28
Cover Image
The sensitivity of VPIN to the choice of trade classification algorithm
Pöppe, Thomas; Moos, Sebastian; Schiereck, Dirk - In: Journal of banking & finance 73 (2016), pp. 165-181
Persistent link: https://www.econbiz.de/10011635691
Cover Image
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Cover Image
The information content of option ratios
Blau, Benjamin; Nguyen Nga; Whitby, Ryan J. - In: Journal of banking & finance 43 (2014), pp. 179-187
Persistent link: https://www.econbiz.de/10010410010
Cover Image
Trading structure and overnight information : a natural experiment from the Tel-Aviv Stock Exchange
Ronen, Tavy - In: Journal of banking & finance 22 (1998) 5, pp. 489-512
Persistent link: https://www.econbiz.de/10001243312
Cover Image
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl; Ladley, Dan - In: Journal of banking & finance 72 (2016), pp. 119-131
Persistent link: https://www.econbiz.de/10011637085
Cover Image
Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Cover Image
Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Cover Image
1-share orders and trades
Davis, Ryan L.; Roseman, Brian S.; Van Ness, Bonnie F.; … - In: Journal of banking & finance 75 (2017), pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
Cover Image
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
Cover Image
The near-collapse of LTCM, US financial stock returns, and the fed
Kabir, M.Humayun; Hassan, M. Kabir - In: Journal of banking & finance 29 (2005) 2, pp. 441-460
Persistent link: https://www.econbiz.de/10002485314