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Intraday trading patterns and...
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91
Forecasting
volatility
with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664660
Saved in:
92
Investor sentiment, order submission, and investment performance on the
Taiwan
stock exchange
Hung, Pi-Hsia
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011669228
Saved in:
93
Stock market illiquidity's predictive role over economic growth : the Australian evidence
Rai, Alan
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011300963
Saved in:
94
Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri
- In:
Finance a úvěr
64
(
2014
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
Saved in:
95
Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market
Allen, David E.
(
contributor
);
Yang, Joey W.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760003
Saved in:
96
Liquidity and valuation in an uncertain world
Easley, David
(
contributor
);
O'Hara, Maureen
(
contributor
)
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003790666
Saved in:
97
Liquidity and valuation in an uncertain world
Easley, David
;
O'Hara, Maureen
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003991306
Saved in:
98
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009
Saved in:
99
Essays in liquidity
Moulton, Pamela C.
-
2003
Persistent link: https://www.econbiz.de/10003385440
Saved in:
100
Intraday liquidity patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
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