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Securities trading
31
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Applied economics
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
126
Journal of financial markets
121
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
The review of financial studies
80
Pacific-Basin finance journal
79
Journal of securities operations & custody
72
The journal of finance : the journal of the American Finance Association
67
Finance research letters
62
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
57
The journal of trading
51
The journal of futures markets
44
Journal of international financial markets, institutions & money
43
Review of quantitative finance and accounting
42
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Quantitative finance
38
Applied economics letters
34
CFS working paper series
33
International journal of theoretical and applied finance
31
International review of economics & finance : IREF
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of economic dynamics & control
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Market microstructure and liquidity
30
Wiley trading series
30
Fisher College of Business working paper series
29
SAFE working paper
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
SpringerLink / Bücher
27
Working paper / Centre for Financial Research
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Journal of financial intermediation
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
31
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1
Are active individual investors in mutual funds momentums or contrarians?
Wu, Yanran
;
Li, Zhongtai
- In:
Applied economics
56
(
2024
)
13
,
pp. 1489-1508
Persistent link: https://www.econbiz.de/10014471114
Saved in:
2
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
Saved in:
3
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
4
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
5
Interaction influence of trading rules on the quality of stock markets : the price limit rule and day trading rule from the Shanghai and Shenzhen stock exchanges
Li, Zhuwei
;
Lu, Xuejiao
;
Fu, Yuan
- In:
Applied economics
54
(
2022
)
56
,
pp. 6467-6479
Persistent link: https://www.econbiz.de/10013411386
Saved in:
6
A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika
;
Prasanna, P. Krishna
- In:
Applied economics
53
(
2021
)
41
,
pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
Saved in:
7
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
8
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
Saved in:
9
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng
;
Serra, Teresa
;
García, Philip
- In:
Applied economics
52
(
2020
)
58
,
pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
Saved in:
10
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
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