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~subject:"Börsenkurs"
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Search: subject:"Ultra-high-frequency data"
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Ultra-high-frequency data
10
Market microstructure
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5
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ultra-high frequency data
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
2
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
-
2021
Persistent link: https://www.econbiz.de/10012615644
Saved in:
3
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
4
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
5
An examination of the NASDAQ 100 futures contract using
ultra
high
frequency
data
Abid, Fathi
;
Trabelsi, Lotfi
- In:
Journal of business and finance
1
(
2013
)
1
,
pp. 27-37
Persistent link: https://www.econbiz.de/10010201753
Saved in:
6
Does order flow in the European Carbon Futures Market reveal information?
Kalaitzoglou, Iordanis
;
Ibrahim, Boulis Maher
- In:
Journal of financial markets
16
(
2013
)
3
,
pp. 604-635
Persistent link: https://www.econbiz.de/10010348516
Saved in:
7
Trading patterns in the European carbon market : the role of trading intensity and OTC transactions
Kalaitzoglou, Iordanis
;
Ibrahim, Boulis Maher
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
4
,
pp. 402-416
Persistent link: https://www.econbiz.de/10010374763
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