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Stock market
USA
329,433
United States
290,901
Theorie
53,302
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52,443
Volatility
40,722
Volatilität
40,453
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25,595
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9,670
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9,233
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8,587
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8,569
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8,127
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7,859
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7,787
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7,659
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7,600
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7,489
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Gupta, Rangan
93
Caporale, Guglielmo Maria
78
Ma, Feng
41
Spagnolo, Nicola
37
Bouri, Elie
34
Campbell, John Y.
33
Kang, Sang Hoon
32
Mensi, Walid
32
Pierdzioch, Christian
32
Gil-Alaña, Luis A.
30
Hammoudeh, Shawkat
29
Xuan Vinh Vo
29
Bekaert, Geert
27
Demirer, Rıza
26
Diebold, Francis X.
26
McMillan, David G.
25
Wohar, Mark E.
25
Chiang, Thomas C.
24
Guo, Hui
24
Theissen, Erik
24
Stulz, René M.
23
Kočenda, Evžen
21
Schwartz, Robert A.
21
Brooks, Robert
20
Grobys, Klaus
20
Hale, Galina
20
Nguyen, Duc Khuong
20
Salisu, Afees A.
20
Zhang, Yaojie
20
Balcilar, Mehmet
19
Corbet, Shaen
19
Engle, Robert F.
19
Siklos, Pierre L.
19
Aloui, Chaker
18
Bohl, Martin T.
18
Guesmi, Khaled
18
Liang, Chao
18
Ludvigson, Sydney C.
18
Bollerslev, Tim
17
Frijns, Bart
17
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8
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8
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7
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5
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Harvard Institute of Economic Research
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University of Chicago / Center for Research in Security Prices
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Barnard College / Economics Department
2
Brown University / Department of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Chicago
2
Federal Reserve System / Division of Research and Statistics
2
FinanzBuch Verlag
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Krannert Graduate School of Management
2
Rutgers University / Department of Economics
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Stanford Institute for Economic Policy Research
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Universität Mannheim
2
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Baruch College Conference, The Quality of Our Financial Markets <2010>
1
Berliner Handels- und Frankfurter Bank
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
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Finance research letters
218
Working paper / National Bureau of Economic Research, Inc.
181
International review of financial analysis
180
International review of economics & finance : IREF
134
Applied economics
125
Applied financial economics
125
The North American journal of economics and finance : a journal of financial economics studies
124
Energy economics
118
Journal of international financial markets, institutions & money
117
Research in international business and finance
117
Pacific-Basin finance journal
107
Economic modelling
97
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
Applied economics letters
87
Journal of banking & finance
84
Journal of empirical finance
83
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
81
NBER working paper series
74
Global finance journal
64
Journal of risk and financial management : JRFM
62
Discussion paper / Centre for Economic Policy Research
56
International journal of finance & economics : IJFE
56
Review of quantitative finance and accounting
56
Journal of financial markets
55
International journal of economics and finance
54
Journal of financial and quantitative analysis : JFQA
52
The journal of finance : the journal of the American Finance Association
52
The European journal of finance
51
NBER Working Paper
50
Journal of financial economics
49
The review of financial studies
47
Journal of international money and finance
46
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
45
Investment management and financial innovations
45
Emerging markets review
44
International journal of economics and financial issues : IJEFI
43
Finance India : the quarterly journal of Indian Institute of Finance
40
Working paper
39
Economics letters
38
Journal of economics and finance
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ECONIS (ZBW)
9,886
RePEc
19
EconStor
5
BASE
1
Other ZBW resources
1
Showing
1
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10
of
9,912
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date (oldest first)
1
Predicting future price
volatility
: empirical evidence from an emerging limit order market
Jain, Pawan
;
Jiang, Christine X.
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
Saved in:
2
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
3
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
4
Dynamic relations between order imbalance,
volatility
and return of top gainers
Su, Yong-chern
;
Huang, Han-Ching
;
Lin, Shiue-Fang
- In:
Applied economics
44
(
2012
)
10/12
,
pp. 1509-1519
Persistent link: https://www.econbiz.de/10009525251
Saved in:
5
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
6
Estimating probability of informed trading on the Bucharest stock exchange
Cepoi, Cosmin Octavian
;
Toma, Filip Mihai
- In:
Finance a úvěr
66
(
2016
)
2
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011618713
Saved in:
7
The economics of flash orders and trading
Harris, Lawrence E.
;
Namvar, Ethan
- In:
Journal of investment management : JOIM
14
(
2016
)
4
,
pp. 74-86
Persistent link: https://www.econbiz.de/10011691378
Saved in:
8
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
9
Technology upgrades in emerging equity markets : effects on liquidity and trading activity
Yılmaz, Mustafa Kemal
;
Erdem, Orhan
;
Eraslan, Veysel
; …
- In:
Finance research letters
14
(
2015
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011552642
Saved in:
10
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
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