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~isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Market microstructure"
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Search: subject:"trading volume"
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Market microstructure
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94
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92
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34
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Subrahmanyam, Avanidhar
2
Carpenter, Andrew
1
Chakravarty, Sugato
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Chordia, Tarun
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Easley, David
1
Hung, Pi-Hsia
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Johnson, Tim
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Kitajima, Kiichi
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Locke, Peter R.
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López de Prado, Marcos M.
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Journal of financial economics
Pacific-Basin finance journal
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12
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International review of financial analysis
8
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6
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5
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5
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4
Journal of international financial markets, institutions & money
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Asian economic journal : journal of the East Asian Economic Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of managerial finance : IJMF
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Kredit und Kapital
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Market microstructure and liquidity
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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African journal of business and economic research : AJBER
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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1
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
2
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
3
Investor sentiment, order submission, and investment performance on the Taiwan stock exchange
Hung, Pi-Hsia
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011669228
Saved in:
4
The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
Saved in:
5
Volume, liquidity, and liquidity risk
Johnson, Tim
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 388-417
Persistent link: https://www.econbiz.de/10003629061
Saved in:
6
Herding and the information content of trades in the Australian dollar market
Carpenter, Andrew
;
Wang, Jian-xin
- In:
Pacific-Basin finance journal
15
(
2007
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003555150
Saved in:
7
Professional trader discipline and trade disposition
Locke, Peter R.
;
Mann, Steven C.
- In:
Journal of financial economics
76
(
2005
)
2
,
pp. 401-444
Persistent link: https://www.econbiz.de/10002821955
Saved in:
8
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
9
Stealth-trading: which traders' trades move stock prices?
Chakravarty, Sugato
- In:
Journal of financial economics
61
(
2001
)
2
,
pp. 289-307
Persistent link: https://www.econbiz.de/10001592674
Saved in:
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