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~person:"Bouchaud, Jean-Philippe"
~person:"Marshall, Ben R."
~person:"McInish, Thomas H."
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Wertpapiermarkt"
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Securities trading
27
Wertpapierhandel
27
Aktienmarkt
8
Börsenkurs
8
Liquidity
8
Share price
8
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Bouchaud, Jean-Philippe
Marshall, Ben R.
McInish, Thomas H.
Frino, Alex
24
O'Hara, Maureen
24
Van Ness, Robert A.
21
Chung, Kee H.
18
Van Ness, Bonnie F.
17
Garvey, Ryan
16
Metghalchi, Massoud
14
Subrahmanyam, Avanidhar
14
Wu, Fei
14
Cartea, Álvaro
13
Easley, David
13
Lepone, Andrew
13
Hung, Pi-Hsia
12
Lien, Da-hsiang Donald
12
Theissen, Erik
12
Blau, Benjamin
11
Gomber, Peter
11
Hendershott, Terrence
11
Jaimungal, Sebastian
11
Kalev, Petko S.
11
Ibikunle, Gbenga
10
Ryu, Doojin
10
Schiereck, Dirk
10
Sensoy, Ahmet
10
Comerton-Forde, Carole
9
Schwartz, Robert A.
9
Abergel, Frédéric
8
Aitken, Michael J.
8
Boehmer, Ekkehart
8
Gregoriou, Andros
8
Huu Nhan Duong
8
Menkveld, Albert J.
8
Pascual, Roberto
8
Rhee, S. Ghon
8
Saar, Gideon
8
Visaltanachoti, Nuttawat
8
Werner, Ingrid M.
8
Battalio, Robert H.
7
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International review of financial analysis
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
International journal of managerial finance : IJMF
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
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2
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1
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1
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ECONIS (ZBW)
27
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1
Liquidity spillover between ETFs and their constituents
Son, D. Pham
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 723-747
Persistent link: https://www.econbiz.de/10014474669
Saved in:
2
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
3
Supply and demand shifts of shorts before Fed announcements during QE1-QE3
McInish, Thomas H.
;
Neely, Christopher J.
;
Planchon, Jade
- In:
Economics letters
200
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012606824
Saved in:
4
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:
5
Do liquidity proxies measure liquidity accurately in ETFs?
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011984098
Saved in:
6
Stock market liquidity and trading activity : is China different?
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
International review of financial analysis
56
(
2018
),
pp. 32-51
Persistent link: https://www.econbiz.de/10012006210
Saved in:
7
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
8
Transaction costs in an illiquid order-driven market
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
4
,
pp. 917-933
Persistent link: https://www.econbiz.de/10011660347
Saved in:
9
Slow decay of impact in equity markets
Brokmann, X.
;
Sérié, E.
;
Kockelkoren, J.
;
Bouchaud, …
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011588208
Saved in:
10
Price movement and trade size on the National Stock Exchange of India
Mishra, Ajay Kumar
;
McInish, Thomas H.
;
Trilochan, Tripathy
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4847-4854
Persistent link: https://www.econbiz.de/10011380898
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