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Search: subject:"Bulk volume classification"
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Handelsvolumen der Börse
4
Securities trading
4
Trading volume
4
Wertpapierhandel
4
Bulk volume classification
3
VPIN
3
Welt
3
World
3
Börsenkurs
2
Classification
2
Klassifikation
2
Share price
2
Trade classification
2
bulk volume classification
2
Aktienmarkt
1
Algorithm
1
Algorithmus
1
Bid-ask spread
1
DPIN
1
Devisenmarkt
1
Flow toxicity
1
Foreign exchange market
1
Geld-Brief-Spanne
1
Index futures
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Index-Futures
1
Japan
1
Lee and Ready
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Liquidity
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Liquidität
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Market microstructure
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Marktmikrostruktur
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Stock market
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Tick rule
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US dollar
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US-Dollar
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Volatilität
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Volume imbalance
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flash clash
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Chakrabarty, Bidisha
1
Easley, David
1
Kitamura, Yoshihiro
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Li, Te
1
Low, Rand Kwong Yew
1
López de Prado, Marcos M.
1
Marsh, Terry Alan
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O'Hara, Maureen
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Ouyang, Hongbing
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Pascual, Roberto
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Applied economics letters
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Journal of financial economics
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Journal of financial markets
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ECONIS (ZBW)
5
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Dynamic probability of informed trading and price movements : evidence from the CSI300 index futures market
Yan, Yan
;
Ouyang, Hongbing
- In:
Applied economics letters
25
(
2018
)
14
,
pp. 998-1003
Persistent link: https://www.econbiz.de/10012131668
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2
BV-VPIN: measuring the impact of order flow toxicity and liquidity on international equity markets
Low, Rand Kwong Yew
;
Li, Te
;
Marsh, Terry Alan
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 63-97
Persistent link: https://www.econbiz.de/10011981423
Saved in:
3
Predicting a flash crash in the yen/dollar foreign exchange market
Kitamura, Yoshihiro
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 987-990
Persistent link: https://www.econbiz.de/10011716501
Saved in:
4
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:
5
Evaluating trade classification algorithms :
bulk
volume
classification
versus the tick rule and the Lee-Ready algorithm
Chakrabarty, Bidisha
;
Pascual, Roberto
;
Shkilko, Andriy
- In:
Journal of financial markets
25
(
2015
),
pp. 52-79
Persistent link: https://www.econbiz.de/10011477268
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