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Volatility
191
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O'Hara, Maureen
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Journal of financial economics
Finance research letters
987
NBER working paper series
773
Working paper / National Bureau of Economic Research, Inc.
741
International review of financial analysis
737
Energy economics
726
NBER Working Paper
629
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606
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604
International review of economics & finance : IREF
583
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508
Economic modelling
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494
Applied economics letters
481
Pacific-Basin finance journal
477
Journal of international financial markets, institutions & money
461
The North American journal of economics and finance : a journal of financial economics studies
459
Journal of empirical finance
397
The journal of futures markets
396
Discussion paper / Centre for Economic Policy Research
359
IMF Working Papers
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Journal of econometrics
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Journal of international money and finance
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Economics letters
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Journal of risk and financial management : JRFM
293
The European journal of finance
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International journal of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
286
International journal of theoretical and applied finance
279
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
261
MPRA Paper
255
International journal of finance & economics : IJFE
242
IMF working papers
241
Quantitative finance
241
Journal of financial markets
233
CESifo working papers
230
International journal of economics and financial issues : IJEFI
226
Discussion paper / Tinbergen Institute
219
Review of quantitative finance and accounting
213
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ECONIS (ZBW)
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1
Volume, liquidity, and liquidity risk
Johnson, Tim
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 388-417
Persistent link: https://www.econbiz.de/10003629061
Saved in:
2
The rise and fall of the Amex emerging company marketplace
Aggarwal, Reena
;
Angel, James J.
- In:
Journal of financial economics
52
(
1999
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001379030
Saved in:
3
Can transparent markets survive?
Bloomfield, Robert
;
O'Hara, Maureen
- In:
Journal of financial economics
55
(
2000
)
3
,
pp. 425-459
Persistent link: https://www.econbiz.de/10001449067
Saved in:
4
Stock repurchases and liquidity
Hillert, Alexander
;
Maug, Ernst
;
Obernberger, Stefan
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 186-209
Persistent link: https://www.econbiz.de/10011589751
Saved in:
5
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
6
High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.
;
Wahal, Sunil
;
Xiang, Jin
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011348502
Saved in:
7
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Saved in:
8
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
9
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
Saved in:
10
Separating microstructure noise from
volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
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