Narrow search
Showing 1 - 10 of 13,517
Cover Image
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
Cover Image
The market impact puzzle
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494214
Cover Image
An agent-based model of intra-day financial markets dynamics
Staccioli, Jacopo; Napoletano, Mauro - 2018
of linear autocorrelation, volatility clustering), trading volumes (volume clustering, correlation between volume and … volatility), and timing of trades (number of price changes, autocorrelation of durations between subsequent trades, heavy tail in …
Persistent link: https://www.econbiz.de/10011863031
Cover Image
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Cover Image
An exact pysical approach to market participation models
Garibaldi, U.; Penco, M. A.; Viarengo, P. - In: Heterogenous agents, interactions and economic performance, (pp. 91-103). 2003
Persistent link: https://www.econbiz.de/10001750274
Cover Image
Trading volume and information revelation in stock markets
Suominen, Matti - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 545-565
Persistent link: https://www.econbiz.de/10001651575
Cover Image
Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - 2001
Persistent link: https://www.econbiz.de/10001609562
Cover Image
Ergodic fluctuations in a stock market model with interacting agents
Horst, Ulrich - 1999
Persistent link: https://www.econbiz.de/10001470275
Cover Image
The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip - 2000
Persistent link: https://www.econbiz.de/10001552786
Cover Image
Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - In: Economic theory : official journal of the Society for … 25 (2005) 4, pp. 917-932
Persistent link: https://www.econbiz.de/10002790238