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Gupta, Rangan
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66
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60
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Japan Development Bank
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Mitsubishi
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Nomura-Sōgō-Kenkyūsho <Tokio> / Economic Research Department
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The journal of finance : the journal of the American Finance Association
690
International review of financial analysis
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634
Pacific-Basin finance journal
621
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619
Applied economics
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Applied economics letters
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Japan and the world economy : international journal of theory and policy
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496
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442
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Applied financial economics
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Economics letters
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Review of quantitative finance and accounting
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Research in international business and finance
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Energy economics
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The journal of futures markets
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ECONIS (ZBW)
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BASE
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1
On rational noise trading and market impact
Hauser, Florian
- In:
Artificial markets modeling : methods and applications
,
(pp. 141-153)
.
2007
Persistent link: https://www.econbiz.de/10003854796
Saved in:
2
A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone
;
Lux, Thomas
- In:
Macroeconomic dynamics
11
(
2007
),
pp. 80-101
Persistent link: https://www.econbiz.de/10003616333
Saved in:
3
Dynamic trading and asset prices : Keynes vs. Hayek
Cespa, Giovanni
;
Vives, Xavier
- In:
The review of economic studies
79
(
2012
)
2
,
pp. 539-580
Persistent link: https://www.econbiz.de/10009614020
Saved in:
4
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Peluso, Stefano
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
Saved in:
5
Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun
;
Gu, Zherong
;
Zhou, Haigang
- In:
Finance research letters
30
(
2019
),
pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
Saved in:
6
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
7
Modelling the shape of the limit order book
Platania, Federico
;
Serrano, Pedro
;
Tapia, Mikel
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208
Saved in:
8
Momentum : evidence and insights 30 years later
Jegadeesh, Narasimhan
;
Titman, Sheridan
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463350
Saved in:
9
Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-joon
;
Cai, Jun
;
Hamao, Yasushi
;
Melvin, Michael
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 163-181
Persistent link: https://www.econbiz.de/10010495719
Saved in:
10
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
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