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subject:"Securities trading"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of trading"
~subject:"Trading volume"
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Securities trading
Trading volume
Aktienmarkt
56
Stock market
56
Börsenkurs
32
Share price
32
Capital income
17
Kapitaleinkommen
17
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14
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Cucuringu, Mihai
2
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1
Carlens, Harald
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Chan, Ki C.
1
Cont, Rama
1
Ferreira, Fernando F.
1
Flatley, Robert
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1
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Quantitative finance
The journal of trading
Pacific-Basin finance journal
41
International review of financial analysis
36
Finance research letters
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Journal of financial markets
23
Journal of empirical finance
22
Journal of banking & finance
18
Research in international business and finance
18
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17
International review of economics & finance : IREF
15
Review of quantitative finance and accounting
15
Applied economics letters
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Working paper / National Bureau of Economic Research, Inc.
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Investment management and financial innovations
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The European journal of finance
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12
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Review of Pacific Basin financial markets and policies
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SAFE working paper
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The financial review : the official publication of the Eastern Finance Association
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9
The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific journal of financial studies
8
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Fisher College of Business working paper series
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International journal of economics and financial issues : IJEFI
8
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Discussion paper / Centre for Economic Policy Research
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
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1
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets
Lu, Yutong
;
Reinert, Gesine
;
Cucuringu, Mihai
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 779-809
Persistent link: https://www.econbiz.de/10015050797
Saved in:
2
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
3
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
4
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
5
MiFID II and equity market liquidity, or there and back again
Carlens, Harald
;
Higgins, Duncan
- In:
The journal of trading
13
(
2018
)
3
,
pp. 5-12
Persistent link: https://www.econbiz.de/10011905560
Saved in:
6
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
7
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
8
Detailed study of a moving average trading rule
Ferreira, Fernando F.
;
Silva, A. Christian
;
Yen, Ju-Yi
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
Saved in:
9
Risk-managed industry momentum and momentum crashes
Grobys, Klaus
;
Ruotsalainen, Joni
;
Äijö, Janne
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1715-1733
Persistent link: https://www.econbiz.de/10012261906
Saved in:
10
Hidden liquidity on the U.S. stock exchanges
Jain, Archana
;
Jain, Chinmay
- In:
The journal of trading
12
(
2017
)
3
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011699667
Saved in:
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