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241
Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne
;
Peters, Gareth W.
;
Dunsmuir, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
Saved in:
242
Information content of inter-transaction time : a structural approach
Ryu, Doojin
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 697-711
Persistent link: https://www.econbiz.de/10011383043
Saved in:
243
Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
Xiang, Ju
;
Zhu, Xiaoneng
- In:
Journal of empirical finance
25
(
2014
),
pp. 134-148
Persistent link: https://www.econbiz.de/10010462048
Saved in:
244
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
-
2014
Persistent link: https://www.econbiz.de/10010463572
Saved in:
245
Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets
Chiang, Min-Hsien
;
Huang, Ching-mann
;
Lin, Tsai-yin
; …
- In:
Journal of financial management and analysis : …
19
(
2006
)
2
,
pp. 32-45
Persistent link: https://www.econbiz.de/10003528647
Saved in:
246
Stock market trading and market conditions
Griffin, John M.
;
Nardari, Federico
;
Stulz, René M.
-
2004
Persistent link: https://www.econbiz.de/10002208280
Saved in:
247
Wettbewerb, Liquidität und die Rolle von Intermediation im
Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
Saved in:
248
Stock market trading and market conditions
Griffin, John M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160035
Saved in:
249
Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon
-
2005
Persistent link: https://www.econbiz.de/10003294866
Saved in:
250
How do the differences among order distributions affect the rate of investment returns and the contract rate
Yamamoto, Shingo
;
Wada, Shihomi
;
Kawagoe, Toshiji
- In:
Artificial economics : agent-based methods in finance, …
,
(pp. 227-237)
.
2006
Persistent link: https://www.econbiz.de/10003174425
Saved in:
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