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~isPartOf:"Research in international business and finance"
~subject:"Geld-Brief-Spanne"
~subject:"Volatility"
~type_genre:"Article in journal"
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Geld-Brief-Spanne
Volatility
Securities trading
22
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Ben Ammar, Imen
1
Ben Omrane, Walid
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Będowska-Sójka, Barbara
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Fan, Minyou
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Ghadhab, Imen
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Rudolf, Markus
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Research in international business and finance
Journal of financial markets
31
Pacific-Basin finance journal
21
International review of financial analysis
20
Journal of banking & finance
19
Finance research letters
17
Journal of financial economics
17
The journal of futures markets
13
Journal of international financial markets, institutions & money
12
Market microstructure and liquidity
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The financial review : the official publication of the Eastern Finance Association
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Journal of empirical finance
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Quantitative finance
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Review of quantitative finance and accounting
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The European journal of finance
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Economic modelling
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Applied economics
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The review of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of financial intermediation
6
The journal of trading
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Asia-Pacific journal of financial studies
5
Computational economics
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European financial management : the journal of the European Financial Management Association
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets review
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International journal of financial engineering
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Applied economics letters
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Journal of behavioral and experimental finance
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1
Intraday momentum in Chinese commodity futures markets
Zhang, Wei
;
Wang, Pengfei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581368
Saved in:
2
Do aggressive orders affect liquidity? : an evidence from an emerging market
Będowska-Sójka, Barbara
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581511
Saved in:
3
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
Saved in:
4
Feedback trading : strategies during day and night with global interconnectedness
Kusen, Alex
;
Rudolf, Markus
- In:
Research in international business and finance
48
(
2019
),
pp. 438-463
Persistent link: https://www.econbiz.de/10012135964
Saved in:
5
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
6
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid
;
Tao, Yusi
;
Welch, Robert L.
- In:
Research in international business and finance
42
(
2017
),
pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
Saved in:
7
Is high-frequency trading tiering the financial markets?
Virgilio, Gianluca
- In:
Research in international business and finance
41
(
2017
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011912994
Saved in:
8
Does high frequency algorithmic trading matter for non-AT investors?
Kelejian, Harry H.
;
Mukerji, Purba
- In:
Research in international business and finance
37
(
2016
),
pp. 78-92
Persistent link: https://www.econbiz.de/10011595131
Saved in:
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