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Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework

Mandes, Alexandru - 2015

This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets …

Persistent link: https://www.econbiz.de/10010531038

Short sales restrictions and market quality : evidence from Korea

Eom, Yunsung; Hahn, Jaehoon; Sohn, Wook - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012814893

Impact of electronic liquidity providers within a high-frequency agent-based modeling framework

Mandes, Alexandru - In: Computational economics 55 (2020) 2, pp. 407-450

Persistent link: https://www.econbiz.de/10012223640

The impact of institutional trading on liquidity and volatility during the financial crisis

Mostafa, Md Ahmed - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 445-470

Persistent link: https://www.econbiz.de/10011597654

Market impacts of the 2020 short selling bans

Spolaore, Alessandro; Le Moign, Caroline - 2024

Persistent link: https://www.econbiz.de/10015051260

Classifying returns as extreme : european stock and bond markets

Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4

Persistent link: https://www.econbiz.de/10010520407

The Eurozone crisis and its contagion effects on the European stock markets

Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Studies in economics and finance 31 (2014) 3, pp. 325-352

Persistent link: https://www.econbiz.de/10011338907

Risk measurement and risk modelling using applications of vine copulas

Allen, David E.; McAleer, Michael; Singh, Abhay K. - 2014

This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a popular tool in financial applications, but is usually...

Persistent link: https://www.econbiz.de/10010349457

Risk measurement and risk modelling using applications of vine copulas

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014

Persistent link: https://www.econbiz.de/10010410215

Stock market recovery from the 2008 financial crisis : the differences across Europe

Ivanov, I.; Kabaivanov, Stanimir; Bogdanova, Boryana - In: Research in international business and finance 37 (2016), pp. 360-374

Persistent link: https://www.econbiz.de/10011595285

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