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Capital income
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Diebold, Francis X.
79
Caporale, Guglielmo Maria
73
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73
Gupta, Rangan
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Campbell, John Y.
56
Bollerslev, Tim
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48
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Demirtas, K. Ozgur
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Li, Kai
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Guo, Hui
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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1
American Enterprise Institute for Public Policy Research
1
American Finance Association
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American Institute of Certified Public Accountants
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American Management Association / Finance Division
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Associazione Operatori Bancari in Titoli
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Finance research letters
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International review of financial analysis
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Journal of banking & finance
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Journal of financial economics
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Pacific-Basin finance journal
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International review of economics & finance : IREF
153
Applied financial economics
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Applied economics
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Applied economics letters
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The journal of finance : the journal of the American Finance Association
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Research in international business and finance
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
117
The European journal of finance
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Economic modelling
105
Economics letters
98
Review of quantitative finance and accounting
90
The review of financial studies
90
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
88
Discussion paper / Centre for Economic Policy Research
87
International journal of economics and finance
84
Journal of risk and financial management : JRFM
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Journal of econometrics
74
Journal of financial and quantitative analysis : JFQA
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and financial issues : IJEFI
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Energy economics
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Investment management and financial innovations
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Journal of economic dynamics & control
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of forecasting
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Global finance journal
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ECONIS (ZBW)
15,970
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1
Large Large-trader activity weakens the long memory of limit order markets
Primicerio, Kevin
;
Challet, Damien
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012256411
Saved in:
2
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
Saved in:
3
Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Hung, Pi-Hsia
;
Chen, An-sing
;
Wu, Yun-Lin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 635-660
Persistent link: https://www.econbiz.de/10011470988
Saved in:
4
Big data analytics, order imbalance and the predictability of stock returns
Akyildirim, Erdinc
;
Sensoy, Ahmet
;
Gulay, Guzhan
; …
- In:
Journal of multinational financial management
62
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013271582
Saved in:
5
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
Saved in:
6
High-frequency trading, stock volatility, and intraday crashes
Ben Ammar, Imen
;
Hellara, Slaheddine
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 337-344
Persistent link: https://www.econbiz.de/10013334894
Saved in:
7
Information content of order imbalance in an order-driven market : Indian evidence
Tripathi, Abhinava
;
Dixit, Alok
;
Vipul
- In:
Finance research letters
41
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013336223
Saved in:
8
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
9
Intraday analysis of regulation change in microstructure : evidence from an emerging market
Kadioglu, Eyup
- In:
International journal of emerging markets
18
(
2023
)
5
,
pp. 1216-1235
Persistent link: https://www.econbiz.de/10014333628
Saved in:
10
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
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