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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
462
Journal of banking & finance
254
International journal of theoretical and applied finance
184
Energy economics
134
Journal of financial economics
134
Journal of financial markets
115
International review of financial analysis
112
Finance research letters
107
Quantitative finance
103
The journal of finance : the journal of the American Finance Association
98
NBER working paper series
92
Applied mathematical finance
90
The European journal of finance
89
Working paper / National Bureau of Economic Research, Inc.
88
International review of economics & finance : IREF
83
SpringerLink / Bücher
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Journal of econometrics
76
Pacific-Basin finance journal
76
Review of derivatives research
71
The journal of derivatives : the official publication of the International Association of Financial Engineers
71
Applied financial economics
70
Journal of empirical finance
69
NBER Working Paper
69
Applied economics
63
The review of financial studies
63
Journal of international financial markets, institutions & money
62
Journal of economic dynamics & control
61
The North American journal of economics and finance : a journal of financial economics studies
59
European journal of operational research : EJOR
58
Review of quantitative finance and accounting
57
Working paper
57
Economics letters
55
Finance and stochastics
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Advances in futures and options research : a research annual
52
Research in international business and finance
52
Journal of international money and finance
51
Applied economics letters
50
Die Bank
50
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ECONIS (ZBW)
78
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1
Liquidity in the
futures
pits : inferring market dynamics from incomplete data
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
Saved in:
2
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
3
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
4
A simple cost reduction strategy for small liquidity traders : trade at the opening
Brooks, Raymond M.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
4
,
pp. 525-540
Persistent link: https://www.econbiz.de/10001234433
Saved in:
5
Econometrics of financial models and market microstructure effects
Smith, Tom
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 519-540
Persistent link: https://www.econbiz.de/10001175119
Saved in:
6
A market microstructure explanation for predictable variations in stock returns following large price changes
Park, Jinwoo
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10001218106
Saved in:
7
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng
;
Hu, Ting
;
Lesmond, David A.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1269-1292
Persistent link: https://www.econbiz.de/10011479098
Saved in:
8
High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
Saved in:
9
Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
Saved in:
10
Trading volume and information revelation in stock markets
Suominen, Matti
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 545-565
Persistent link: https://www.econbiz.de/10001651575
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