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isPartOf:"The review of financial studies"
~isPartOf:"Journal of international money and finance"
~subject:"Ankündigungseffekt"
~subject:"USA"
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Ankündigungseffekt
USA
Electronic trading
27
Elektronisches Handelssystem
27
United States
13
Liquidity
10
Liquidität
9
Theorie
7
Theory
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Market microstructure
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Wertpapierhandel
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Announcement effect
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Efficient market hypothesis
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1993-1996
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Subrahmanyam, Avanidhar
2
Bollerslev, Tim
1
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1
Brogaard, Jonathan
1
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1
Dijk, Mathijs van
1
Easley, David
1
Foucault, Thierry
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1
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1
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1
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1
Rösch, Dominik M.
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Tham, Wing Wah
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The review of financial studies
Journal of international money and finance
The journal of futures markets
12
The journal of finance : the journal of the American Finance Association
11
Journal of financial economics
10
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper / Centre for Economic Policy Research
6
Journal of banking & finance
5
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
The journal of trading
4
Wiley trading series
4
Applied financial economics
3
Competition and regulation in network industries : CRNI
3
Regulation : the Cato review of business and government
3
The journal of investment compliance
3
CFS working paper series
2
Current issues in economics and finance
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Economic review
2
Financial management
2
HEC Paris research paper series
2
IMF working papers
2
International finance discussion papers
2
Investment management : meeting the noble challenges of funding pensions, deficits, and growth
2
Journal of economics & business
2
Journal of financial markets
2
Liquidity, interest rates and banking
2
Managerial finance
2
Pacific-Basin finance journal
2
Research
2
Research paper series / Swiss Finance Institute
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Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
SpringerLink / Bücher
2
Swiss Finance Institute Research Paper
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The accounting review : a publication of the American Accounting Association
2
The journal of economic perspectives : EP ; a journal of the American Economic Association
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The quarterly journal of finance
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ECONIS (ZBW)
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1
Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro
;
Itō, Takatoshi
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
Saved in:
2
Informing the market : the effect of modern information technologies on information production : editor's choice
Gao, Meng
;
Huang, Jiekun
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1367-1411
Persistent link: https://www.econbiz.de/10012198367
Saved in:
3
Does it pay to pay attention?
Gargano, Antonio
;
Rossi, Alberto
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4595-4649
Persistent link: https://www.econbiz.de/10012005213
Saved in:
4
Why trading speed matters : a tale of queue rationing under price controls
Yao, Chen
;
Ye, Mao
- In:
The review of financial studies
31
(
2018
)
6
,
pp. 2157-2183
Persistent link: https://www.econbiz.de/10011926616
Saved in:
5
High-frequency measures of informed trading and corporate announcements
Brennan, Michael J.
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
31
(
2018
)
6
,
pp. 2326-2376
Persistent link: https://www.econbiz.de/10011926626
Saved in:
6
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
Saved in:
7
Toxic arbitrage
Foucault, Thierry
;
Kozhan, Roman
;
Tham, Wing Wah
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1053-1094
Persistent link: https://www.econbiz.de/10011749335
Saved in:
8
The dynamics of market efficiency
Rösch, Dominik M.
;
Subrahmanyam, Avanidhar
;
Dijk, …
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1151-1187
Persistent link: https://www.econbiz.de/10011749349
Saved in:
9
Competition for order flow with fast and slow traders
Kervel, Vincent van
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 2094-2127
Persistent link: https://www.econbiz.de/10011376111
Saved in:
10
High-frequency trading and price discovery
Brogaard, Jonathan
;
Hendershott, Terrence
;
Riordan, Ryan
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2267-2306
Persistent link: https://www.econbiz.de/10010463490
Saved in:
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