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High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen; Hellara, Slaheddine; Ghadhab, Imen - In: Research in international business and finance 53 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
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Does high frequency algorithmic trading matter for non-AT investors?
Kelejian, Harry H.; Mukerji, Purba - In: Research in international business and finance 37 (2016), pp. 78-92
Persistent link: https://www.econbiz.de/10011595131
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Informational inefficiency of Bitcoin : a study based on high-frequency data
Zargar, Faisal Nazir; Kumar, Dilip - In: Research in international business and finance 47 (2019), pp. 344-353
Persistent link: https://www.econbiz.de/10012135746
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Is high-frequency trading tiering the financial markets?
Virgilio, Gianluca - In: Research in international business and finance 41 (2017), pp. 158-171
Persistent link: https://www.econbiz.de/10011912994
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Evidence of algorithmic trading from Indian equity market : interpreting the transaction velocity element of financialization
Dubey, Ritesh Kumar; Chauhan, Yogesh; Syamala, … - In: Research in international business and finance 42 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011747220
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How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Foreign news and the structure of co-movement in European equity markets : an intraday analysis
Ben Omrane, Walid; Hussain, Syed Mujahid - In: Research in international business and finance 37 (2016), pp. 572-582
Persistent link: https://www.econbiz.de/10011595395
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Order imbalance, market returns and macroeconomic news evidence from the Australian interest rate futures market
Smales, Lee A. - In: Research in international business and finance 26 (2012) 3, pp. 410-427
Persistent link: https://www.econbiz.de/10009615910
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Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322
Persistent link: https://www.econbiz.de/10011983276