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Share price
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79
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46
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45
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42
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39
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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Springer Fachmedien Wiesbaden
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Christian-Albrechts-Universität zu Kiel
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110
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Economics letters
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Journal of international money and finance
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Cogent economics & finance
39
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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The journal of futures markets
38
Management science : journal of the Institute for Operations Research and the Management Sciences
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36
The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Investment management and financial innovations
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Quantitative finance
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ECONIS (ZBW)
9,275
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1
Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the
duration
, modified
duration
and convexity and bonds valuation
Ivanovski, Zoran
;
Stojanovski, Toni Draganov
; …
- In:
Economic research
26
(
2013
)
3
,
pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
Saved in:
2
The effects of interest rates, stock prices and trading day to the
duration
of daily exchange rate pattern : using survival analysis
Lee, Seo-Hyeong
;
Lee, Ki-dong
;
Kim, Yoon-chul
- In:
International journal of monetary economics and finance
10
(
2017
)
3/4
,
pp. 404-425
Persistent link: https://www.econbiz.de/10011863270
Saved in:
3
Time-deformation modeling of stock returns directed by
duration
processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975386
Saved in:
4
Time-varying autoregressive conditional
duration
model
Bortoluzzo, Adriana Bruscato
;
Morettin, Pedro A.
; …
-
2009
Persistent link: https://www.econbiz.de/10008797385
Saved in:
5
Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003386339
Saved in:
6
Transaction
duration
and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
Saved in:
7
Intraday periodicity adjustments of transaction
duration
and their effects on high-frequency volatility
estimation
Tse, Yiu Kuen
;
Dong, Yingjie
- In:
Journal of empirical finance
28
(
2014
),
pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
Saved in:
8
Estimation
of high-frequency volatility : an autoregressive conditional
duration
approach
Tse, Yiu Kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
Saved in:
9
Duration
, trading volume and the price impact of trades in an emerging futures market
Bowe, Michael
;
Hyde, Stuart
;
McFarlane, Lavern
- In:
Emerging markets review
17
(
2013
),
pp. 89-105
Persistent link: https://www.econbiz.de/10010243112
Saved in:
10
What affects the cool-off
duration
under price limits?
Chou, Pin-huang
;
Chou, Robin K.
;
Ko, Kuan-cheng
;
Chao, …
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 256-278
Persistent link: https://www.econbiz.de/10010346768
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