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~isPartOf:"Quantitative finance"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~subject:"Aktienmarkt"
~subject:"Trading volume"
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Aktienmarkt
Trading volume
Securities trading
51
Wertpapierhandel
51
Börsenkurs
31
Share price
31
Market microstructure
23
Marktmikrostruktur
23
Theorie
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Cont, Rama
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Thong Minh Dao
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Quantitative finance
Review of Pacific Basin financial markets and policies
Journal of financial markets
38
Pacific-Basin finance journal
30
International review of financial analysis
27
Journal of banking & finance
23
Journal of empirical finance
23
Finance research letters
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of international financial markets, institutions & money
16
Working paper / National Bureau of Economic Research, Inc.
16
Journal of financial economics
15
International review of economics & finance : IREF
14
Journal of financial and quantitative analysis : JFQA
14
The European journal of finance
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CFS working paper series
13
NBER working paper series
13
Applied economics letters
12
Investment management and financial innovations
12
Review of quantitative finance and accounting
12
SAFE working paper
11
The financial review : the official publication of the Eastern Finance Association
11
The journal of finance : the journal of the American Finance Association
11
Asia-Pacific journal of financial studies
10
Economic modelling
10
NBER Working Paper
10
Research in international business and finance
10
SFB 649 discussion paper
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
The journal of trading
9
Discussion paper / Centre for Economic Policy Research
8
Emerging markets review
8
Fisher College of Business working paper series
8
Market microstructure and liquidity
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of multinational financial management
7
The journal of futures markets
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Applied financial economics
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Computational economics
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ECONIS (ZBW)
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1
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:
2
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
5
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:
6
The predictability and profitability of simple moving averages and trading range breakout rules in the Pakistan stock market
Khand, Salma
;
Anand, Vivake
;
Qureshi, Mohammad Nadeem
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
1
,
pp. 2050001-1-2050001-38
Persistent link: https://www.econbiz.de/10012299646
Saved in:
7
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
8
Price impact of corporate bond trading : evidence from the australian securities exchange
Frino, Alex
;
Lepone, Andrew
;
Lepone, Grace
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
3
,
pp. 1950020-1-1950020-22
Persistent link: https://www.econbiz.de/10012156159
Saved in:
9
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:
10
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
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