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Estimation
USA
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Gupta, Rangan
149
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134
Gil-Alaña, Luis A.
102
Heckman, James J.
65
Pierdzioch, Christian
57
McAleer, Michael
55
Wohar, Mark E.
54
Pesaran, M. Hashem
49
Hautsch, Nikolaus
48
Belke, Ansgar
46
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46
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43
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42
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42
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42
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40
Engle, Robert F.
39
Koopman, Siem Jan
39
Balcilar, Mehmet
38
Stulz, René M.
38
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36
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35
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35
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35
Bloom, Nicholas
33
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33
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33
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32
Miller, Stephen M.
32
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31
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30
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30
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29
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29
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29
Massa, Massimo
29
Neumark, David
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Lo, Andrew W.
28
Malley, James R.
28
Marcellino, Massimiliano
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Center for the Study of Industrial Organisation
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1,538
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418
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404
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342
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256
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232
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173
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171
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The journal of finance : the journal of the American Finance Association
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The American economic review
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Journal of banking & finance
142
International review of economics & finance : IREF
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
International review of financial analysis
125
The North American journal of economics and finance : a journal of financial economics studies
116
Economics letters
113
The journal of futures markets
108
Journal of econometrics
106
Energy economics
103
Journal of international money and finance
103
Journal of empirical finance
102
Journal of applied econometrics
100
The review of financial studies
96
Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
87
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
23,549
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1
Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin
-
1996
Persistent link: https://www.econbiz.de/10000607725
Saved in:
2
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
3
An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki
-
2003
Persistent link: https://www.econbiz.de/10001780162
Saved in:
4
The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas
- In:
Trading costs on US exchanges : an empirical examination
,
(pp. 23-69)
.
1996
Persistent link: https://www.econbiz.de/10001433304
Saved in:
5
Cointegration, error correction, and price discovery on informationally linked security markets
Harris, Frederick H. deB.
;
McInish, Thomas H.
; …
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 563-579
Persistent link: https://www.econbiz.de/10001218096
Saved in:
6
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:
7
Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas
-
1996
Persistent link: https://www.econbiz.de/10001421297
Saved in:
8
A characterization of the price behavior of international dual stocks : an error correction approach
Lieberman, Offer
;
Ben-Zion, Uri
;
Hauser, Shmuel
- In:
Journal of international money and finance
18
(
1999
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10001381607
Saved in:
9
Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua
;
Woo, Chi-keung
;
Li, Ya
;
Liu, Yun
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
Saved in:
10
Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin
;
Puglia, Michael
-
2020
Persistent link: https://www.econbiz.de/10012389832
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