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Asymmetric information and the bid-ask spread : an empirical comparison between automated order execution and open outcry auction

Wang, Jian-xin - In: Journal of international financial markets, … 9 (1999) 2, pp. 115-128

Persistent link: https://www.econbiz.de/10001402120

Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets

Wang, Jian-xin; Yang, Minxian - In: Journal of financial markets 14 (2011) 1, pp. 82-108

Persistent link: https://www.econbiz.de/10009267110

Order flow and the bid-ask spread : an empirical probability model of screen-based trading

Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491

Persistent link: https://www.econbiz.de/10001222036

The predictability of Asian exchange rates : evidence from Kalman filter and ARCH estimations

Wang, Jian-xin - In: Journal of multinational financial management 7 (1997) 3, pp. 231-252

Persistent link: https://www.econbiz.de/10001237587

Auctions as algorithms : computerized trade execution and price discovery

Domowitz, Ian - In: Journal of economic dynamics & control 18 (1994) 1, pp. 29-60

Persistent link: https://www.econbiz.de/10001148515

Essays on trading mechanisms and price discovery in financial markets

Wang, Jian-xin - 1994

Persistent link: https://www.econbiz.de/10000916412

Internal coalition and stock price crash risk

Xu, Lin; Rao, Yulei; Cheng, Yingmei; Wang, Jianxin - In: The journal of corporate finance : contracting, … 64 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012295788

How well does the weighted price contribution measure price discovery?

Wang, Jian-xin; Yang, Minxian - In: Journal of economic dynamics & control 55 (2015), pp. 113-129

Persistent link: https://www.econbiz.de/10011587172

A Preference Information of Multi-Participant Based Evolutionary Algorithm for Manufacturing Task Scheduling in Cloud Manufacturing System

Wong, Tehnrry; Ma, Yu; Liu, Juan; Li, Shuhua; Wang, Jianxin - 2023

Cloud manufacturing task scheduling (CMTS) gains widespread attention in the cloud manufacturing (CMfg) community. At present, most related researches are mainly aimed at task-oriented scheduling and there are few researches considering user’ characteristics, like user preferences. In this...

Persistent link: https://www.econbiz.de/10014360787

Hedging pressure and oil volatility : insurance versus liquidity demands

Nikitopoulos, Christina Sklibosios; Thomas, Alice Carole; … - In: The journal of futures markets 44 (2024) 2, pp. 252-280

Persistent link: https://www.econbiz.de/10014475470