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~isPartOf:"Journal of empirical finance"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"Derivat"
~subject:"Securities trading"
~subject:"Share price"
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Derivat
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Börsenkurs
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Frijns, Bart
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Journal of empirical finance
The financial review : the official publication of the Eastern Finance Association
The journal of finance : the journal of the American Finance Association
381
Working paper / National Bureau of Economic Research, Inc.
326
The journal of futures markets
247
The review of financial studies
229
Journal of financial and quantitative analysis : JFQA
223
Journal of financial economics
195
Management science : journal of the Institute for Operations Research and the Management Sciences
159
Journal of banking & finance
134
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
103
Discussion paper / Centre for Economic Policy Research
99
Applied financial economics
89
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83
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78
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72
International review of economics & finance : IREF
59
Finance research letters
57
Finance and economics discussion series
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International review of financial analysis
55
Review of quantitative finance and accounting
55
Journal of economics & business
48
The journal of real estate finance and economics
48
Applied economics letters
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The American economic review
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Applied economics
44
Fisher College of Business working paper series
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NBER working paper series
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Global finance journal
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Journal of accounting & economics
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
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Energy economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
2
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
3
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
4
Investor target prices
Huang, Shiyang
;
Liu, Xin
;
Yin, Chengxi
- In:
Journal of empirical finance
54
(
2019
),
pp. 39-57
Persistent link: https://www.econbiz.de/10012174824
Saved in:
5
Macroeconomic announcements and the distribution of price-endings in the U.S. Treasury market
Nikiforov, Andrei
;
Pilotte, Eugene A.
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10011656874
Saved in:
6
Idiosyncratic returns and relative value in the US Treasury market
Nielsen, Youngju
;
Pungaliya, Raunaq S.
- In:
Journal of empirical finance
44
(
2017
),
pp. 125-144
Persistent link: https://www.econbiz.de/10011818003
Saved in:
7
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
8
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
9
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
10
Trend-following trading strategies in US stocks : a revisit
Szakmary, Andrew Charles
;
Lancaster, M. Carol
- In:
The financial review : the official publication of the …
50
(
2015
)
2
,
pp. 221-255
Persistent link: https://www.econbiz.de/10011282742
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