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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Estimation"
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Search: subject:"Wertpapierhandel"
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Estimation
Securities trading
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Wertpapierhandel
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Amihud, Yakov
1
Boehme, Rodney D.
1
Danielsen, Bartley R.
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Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Centre for Economic Policy Research
13
Journal of banking & finance
13
Journal of financial economics
13
NBER working paper series
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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SFB 649 discussion paper
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7
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
5
The journal of futures markets
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HKIMR working paper
4
International review of economics & finance : IREF
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Journal of financial management and analysis : international review of finance
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Review of financial economics : RFE
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Rodney L. White Center for Financial Research
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The European journal of finance
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Asia-Pacific journal of financial studies
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1
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
2
Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew
;
Jotikasthira, Chotibhak
;
Lundblad, Christian
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
Saved in:
3
The interim trading skills of institutional investors
Puckett, Andy
;
Yan, Xuemin Sterling
- In:
The journal of finance : the journal of the American …
66
(
2011
)
2
,
pp. 601-633
Persistent link: https://www.econbiz.de/10009240908
Saved in:
4
Short-sale constraints, differences of opinion, and overvaluation
Boehme, Rodney D.
;
Danielsen, Bartley R.
;
Sorescu, Sorin M.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 455-488
Persistent link: https://www.econbiz.de/10003331906
Saved in:
5
Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
Saved in:
6
The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov
;
Lauterbach, Beni
;
Mendelson, Haim
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 829-846
Persistent link: https://www.econbiz.de/10001859288
Saved in:
7
Order submission strategy and the curious case of marketable limit orders
Peterson, Mark A.
;
Sirri, Erik R.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001690142
Saved in:
8
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
9
The accuracy of trade classification rules : evidence from Nasdaq
Ellis, Katrina
;
Michaely, Roni
;
O'Hara, Maureen
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
4
,
pp. 529-551
Persistent link: https://www.econbiz.de/10001540812
Saved in:
10
A direct test of methods for inferring trade direction from intra-day data
Finucane, Thomas J.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
4
,
pp. 553-576
Persistent link: https://www.econbiz.de/10001540813
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