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The index effect : an investig...
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Theorie
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Hautsch, Nikolaus
93
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85
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82
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63
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61
Härdle, Wolfgang
58
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54
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46
Pierdzioch, Christian
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Veronesi, Pietro
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Wang, Jiang
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Shleifer, Andrei
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Todorov, Viktor
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Engstrom, Eric
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Gil-Alaña, Luis A.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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Journal of international money and finance
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International journal of forecasting
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The journal of futures markets
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Econometric reviews
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
7
OLC EcoSci
4
ArchiDok
1
RePEc
1
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1
Predicting bitcoin prices : ANN approach
Gopal, Naresh
;
Senthilkumar, K. S.
- In:
International journal of electronic finance : IJEF
10
(
2020
)
1/2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10012509280
Saved in:
2
Investigating impact of
volatility
persistence and information inflow on
volatility
of stock indices using bivarite GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Global business review
17
(
2016
)
5
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10011644073
Saved in:
3
Stock return
volatility
and trading volume relationships captured with stable Paretian GARCH and Threshold GARCH models
Naka, Atsuyuki
;
Oral, Ece
- In:
Journal of business & economics research
11
(
2013
)
1
,
pp. 47-52
Persistent link: https://www.econbiz.de/10009726502
Saved in:
4
The role of trading volume in the "
volatility
puzzle"
Lee, Dong Wook
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
5
,
pp. 783-809
Persistent link: https://www.econbiz.de/10011471060
Saved in:
5
Modelling price movement in trading volume-
volatility
relations
Pei Pei Tan
;
Galagedera, Don U. A.
;
Sze Shi Ting
- In:
Malaysian journal of economic studies
52
(
2015
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10011452838
Saved in:
6
Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
Queirós, Sílvio M. Duarte
;
Graczyk, Michelle B.
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10011668579
Saved in:
7
5 % rule disclosure and stock trading volume : evidence from Korea
Kim, Eung-Gil
;
Kim, Sook-Min
- In:
Journal of Asian finance, economics and business : JAFEB
6
(
2019
)
4
,
pp. 297-307
Persistent link: https://www.econbiz.de/10012428249
Saved in:
8
Impacts of relatively rational and irrational investor sentiment on realized
volatility
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
;
Chen, Jih-Kuang
- In:
Asian economic journal : journal of the East Asian …
36
(
2022
)
4
,
pp. 458-478
Persistent link: https://www.econbiz.de/10014280248
Saved in:
9
Limit order books and trade informativeness
Beltran Lopez, Helena
;
Gramming, Joachim
;
Menkveld, …
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
Saved in:
10
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
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