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6,732
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5,996
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5,947
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5,541
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5,394
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McAleer, Michael
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354
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167
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164
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155
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152
Stulz, René M.
144
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141
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141
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137
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136
Belke, Ansgar
126
Bouri, Elie
126
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125
Lux, Thomas
125
Theissen, Erik
122
Härdle, Wolfgang
121
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120
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120
Gil-Alaña, Luis A.
118
Campbell, John Y.
117
Hammoudeh, Shawkat
114
Allen, David E.
111
Engle, Robert F.
111
Tiwari, Aviral Kumar
109
Ma, Feng
108
Spagnolo, Nicola
106
Caballero, Ricardo J.
105
Ryu, Doojin
104
Faff, Robert W.
103
Andersen, Torben
100
Bohl, Martin T.
98
Koopman, Siem Jan
98
Wohar, Mark E.
98
Subrahmanyam, Avanidhar
97
Lucey, Brian M.
94
Shleifer, Andrei
94
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93
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National Bureau of Economic Research
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Cowles Foundation for Research in Economics, Yale University
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Department of Agribusiness and Applied Economics, North Dakota State University
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Pacific-Basin finance journal
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587
The North American journal of economics and finance : a journal of financial economics studies
562
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561
The journal of futures markets
556
Journal of financial and quantitative analysis : JFQA
539
Research in international business and finance
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Journal of empirical finance
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
429
Journal of international money and finance
394
Journal of risk and financial management : JRFM
392
The European journal of finance
391
The journal of corporate finance : contracting, governance and organization
370
Journal of econometrics
366
CESifo working papers
345
Journal of financial markets
343
International journal of theoretical and applied finance
340
International journal of economics and financial issues : IJEFI
332
IMF working papers
324
International journal of economics and finance
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ECONIS (ZBW)
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RePEc
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EconStor
2,020
USB Cologne (EcoSocSci)
435
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271
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121
High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S.
;
Wahal, Sunil
;
Xiang, Jin
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011348502
Saved in:
122
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Saved in:
123
Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Saved in:
124
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
125
Market intraday momentum in Australia
Ho, Tu
;
Lv, Jin Roc
;
Schultz, Emma
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013252821
Saved in:
126
Information shocks, disagreement, and drift
Armstrong, Will J.
;
Cardella, Laura
;
Sabah, Nasim
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 916-940
Persistent link: https://www.econbiz.de/10013259609
Saved in:
127
High-frequency traders and price informativeness during earnings announcements
Bhattacharya, Nilabhra
;
Chakrabarty, Bidisha
;
Wang, Xu
- In:
Review of accounting studies
25
(
2020
)
3
,
pp. 1156-1199
Persistent link: https://www.econbiz.de/10012306853
Saved in:
128
Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading
Leal, Sandrine Jacob
;
Napoletano, Mauro
-
2016
Persistent link: https://www.econbiz.de/10011644118
Saved in:
129
Predictability and herding of bourse
volatility
: an econophysics analogue
Ghosh, Bikramaditya
;
Krishna, Mysore Chidambareswaran
; …
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 317-326
Persistent link: https://www.econbiz.de/10012055468
Saved in:
130
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
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