Narrow search
Showing 1 - 10 of 810
Cover Image
The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de/10013530819
Cover Image
Informed trading, flow toxucity and the impact on intraday trading factors
Wang Chun Wei; Gerace, Dionigi; Frino, Alex - In: Australasian accounting business and finance journal : AABF 7 (2013) 2, pp. 3-24
Persistent link: https://www.econbiz.de/10010246991
Cover Image
Snowballing private information
Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 198 (2021), pp. 1-33
Persistent link: https://www.econbiz.de/10012818831
Cover Image
Essays on information, hedging, volatility in financial market
Xiao, Yajun - 2009
Persistent link: https://www.econbiz.de/10003916641
Cover Image
Empirical market microstructure : event flow, endogenous order display and depth imbalance based trading
Belter, Klaus - 2007
Persistent link: https://www.econbiz.de/10003666030
Cover Image
Queuing theoretic approaches to financial price fluctuations
Bayraktar, Erhan; Horst, Ulrich; Sircar, Kaushik Ronnie - In: Financial engineering, (pp. 637-677). 2008
Persistent link: https://www.econbiz.de/10003567765
Cover Image
Information versus imitation in a real-time agent-based model of financial markets
Biondo, Alessio Emanuele - In: Journal of economic interaction and coordination 15 (2020) 3, pp. 613-631
Persistent link: https://www.econbiz.de/10012296905
Cover Image
Riding the wave of crypto-exuberance : the potential misusage of corporate blockchain announcements
Akyildirim, Erdinç; Corbet, Shaen; Cumming, Douglas J.; … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012519604
Cover Image
Neural networks and arbitrage in the VIX : a deep learning approach for the VIX
Osterrieder, Joerg; Kucharczyk, Daniel; Rudolf, Silas; … - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 97-115
Persistent link: https://www.econbiz.de/10012284951
Cover Image
When an event is not an event : the curious case of an emerging market
Bhattacharya, Utpal; Daouk, Hazem; Jorgenson, Brian; … - 1998
Shares trading in the Bolsa mexicana de Valores do not seem to react to company news. Using a sample of Mexican corporate news announcements from the period July 1994 through June 1996, this paper finds that there is nothing unusual about returns, volatility of returns, volume of trade or...
Persistent link: https://www.econbiz.de/10009768852