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Journal of empirical finance
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1
Technological disparity and its impact on market quality
Chung, Kiseo
;
Kim, Seoyoung
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014474331
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2
Does vega-neutral options trading contain information?
Lee, Jaeram
;
Ryu, Doojin
;
Yang, Heejin
- In:
Journal of empirical finance
62
(
2021
),
pp. 294-314
Persistent link: https://www.econbiz.de/10012693436
Saved in:
3
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
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4
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
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5
Multivariate autoregressive modeling of time series count data using copulas
Heinen, Andréas
;
Rengifo, Erick W.
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 564-583
Persistent link: https://www.econbiz.de/10003609942
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6
A functional approach to the price impact of stock trades and the implied true price
Huang, Roger D.
;
Ting, Christopher
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003692958
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7
Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s
Benston, George J.
;
Wood, Robert A.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10003692963
Saved in:
8
Noise trading and the price formation process
Berkman, Henk
;
Koch, Paul Douglas
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 232-250
Persistent link: https://www.econbiz.de/10003699131
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9
Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
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10
The characteristics of informed trading : implications for asset pricing
Aslan, Hadiye
;
Easley, David
;
Hvidkjær, Søren
; …
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 782-801
Persistent link: https://www.econbiz.de/10009492072
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