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Search: subject:"Price Discovery"
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liquidity
Börsenkurs
450
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437
Price discovery
406
price discovery
361
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131
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126
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ECONIS (ZBW)
12
RePEc
9
EconStor
8
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10
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Date (oldest first)
1
Intraday jumps, liquidity, and U.S. macroeconomic news: Evidence from exchange traded funds
Jurdi, Doureige J.
- In:
Journal of Risk and Financial Management
13
(
2020
)
6
,
pp. 1-20
intraday jump realizations affect the
price
discovery
of ETFs. …
Persistent link: https://www.econbiz.de/10012611347
Saved in:
2
Intraday jumps, liquidity, and U.S. macroeconomic news : evidence from exchange traded funds
Jurdi, Doureige J.
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
6/118
,
pp. 1-20
intraday jump realizations affect the
price
discovery
of ETFs. …
Persistent link: https://www.econbiz.de/10012305143
Saved in:
3
How is earnings news transmitted to stock prices?
Grégoire, Vincent
;
Martineau, Charles
- In:
Journal of accounting research
60
(
2022
)
1
,
pp. 261-297
Persistent link: https://www.econbiz.de/10012820444
Saved in:
4
Price
discovery
of a speculative asset: Evidence from a Bitcoin exchange
Ghysels, Eric
;
Nguyen, Giang H.
- In:
Journal of Risk and Financial Management
12
(
2019
)
4
,
pp. 1-26
We examine
price
discovery
and liquidity provision in the secondary market for bitcoin-an asset with a high level of …
Persistent link: https://www.econbiz.de/10012611219
Saved in:
5
Price
discovery
of a speculative asset : evidence from a Bitcoin exchange
Ghysels, Eric
;
Nguyen, Giang H.
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
4/164
,
pp. 1-26
We examine
price
discovery
and liquidity provision in the secondary market for bitcoin-an asset with a high level of …
Persistent link: https://www.econbiz.de/10012171450
Saved in:
6
Judgement day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.
;
Chen, Louisa
;
Ranaldo, Angelo
; …
-
2018
A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that this type of trading contributed to the deterioration of...
Persistent link: https://www.econbiz.de/10011906367
Saved in:
7
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
-
2017
break local price trends, make liquidity suppliers revise positions, and enhance
price
discovery
. In contrast, pauses do not …
Persistent link: https://www.econbiz.de/10011646669
Saved in:
8
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
-
2017
-
This draft: April 2017
break local price trends, make liquidity suppliers revise positions, and enhance
price
discovery
. In contrast, pauses do not …
Persistent link: https://www.econbiz.de/10011642607
Saved in:
9
Widening price limit effects : evidence from an emerging stock market
Lin, Chiou-Fa
;
Chiao, Cheng-Huei
- In:
Applied economics
52
(
2020
)
13
,
pp. 1476-1486
Persistent link: https://www.econbiz.de/10012197567
Saved in:
10
Strategic trading at the preopening after earnings announcements
Levi, Shai
;
Zhang, Xiao-Jun
- In:
Journal of financial reporting : a publication of the …
5
(
2020
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10012597259
Saved in:
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