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108
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103
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98
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97
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96
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96
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94
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92
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92
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92
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91
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88
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88
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88
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87
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85
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85
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84
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83
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78
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77
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76
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76
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74
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Showing
1
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10
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date (oldest first)
1
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
2
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:
3
Private information flow and price discovery in the US treasury market
Jiang, George J.
;
Lo, Ingrid
- In:
Journal of banking & finance
47
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Saved in:
4
Observable consequences of trading structure differences : on the use of variance ratios in microstructure studies
Ronen, Tavy
- In:
Review of quantitative finance and accounting
20
(
2003
)
2
,
pp. 187-200
Persistent link: https://www.econbiz.de/10001773879
Saved in:
5
Overnight public information, order placement, and price discovery during the pre-opening period
Moshirian, Fariborz
;
Nguyen, Huong Giang
;
Pham, Peter Kien
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2837-2851
Persistent link: https://www.econbiz.de/10009673149
Saved in:
6
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:
7
Ranking of US macroeconomic news impacting WTI crude oil
volatility
risk
Faseli, Omid
-
2019
Persistent link: https://www.econbiz.de/10012146919
Saved in:
8
State dependent correlation and lead-lag relation when
volatility
of markets is large : evidence from the US and Asian emerging markets
Huang, Bwo-nung
;
Sohng, Soong-nark
;
Yang, Chin-wei
- In:
Journal of economic development
24
(
1999
)
2
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001468679
Saved in:
9
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:
10
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:
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