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~subject:"Trading volume"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"Quantitative finance"
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Trading volume
Securities trading
51
Wertpapierhandel
51
Börsenkurs
31
Share price
31
Market microstructure
23
Marktmikrostruktur
23
Theorie
23
Theory
23
Aktienmarkt
12
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12
Electronic trading
9
Elektronisches Handelssystem
9
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Behavioural finance
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Prognoseverfahren
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Financial analysis
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Finanzanalyse
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Liquidity
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Liquidität
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Portfolio selection
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Portfolio-Management
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Capital income
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Financial market
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Lillo, Fabrizio
2
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Cheng, Ming-Chang
1
Ciacci, Alberto
1
Cont, Rama
1
Cucuringu, Mihai
1
Eisler, Zoltan
1
Frino, Alex
1
Hoe, Si-Ying
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Huang, Ching-Mann
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1
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1
Lehalle, Charles-Albert
1
Lepone, Andrew
1
Lepone, Grace
1
Lin, Tsai-Yin
1
Livieri, Giulia
1
Mastromatteo, Iacopo
1
McGroarty, Frank
1
Mertens, Luca Philippe
1
Ramaswamy, Vasudeva
1
Thong Minh Dao
1
Urquhart, Andrew
1
Yu, Chih-hsien
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Review of Pacific Basin financial markets and policies
Quantitative finance
Journal of financial markets
21
Journal of banking & finance
12
Finance research letters
10
International review of financial analysis
9
Journal of empirical finance
8
Journal of financial economics
8
Pacific-Basin finance journal
8
The European journal of finance
7
CFS working paper series
6
NBER working paper series
6
SFB 649 discussion paper
6
The review of financial studies
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
The journal of finance : the journal of the American Finance Association
5
The journal of futures markets
5
Asia-Pacific journal of financial studies
4
Financial markets and portfolio management
4
Fisher College of Business working paper series
4
International journal of managerial finance : IJMF
4
Journal of behavioral and experimental finance
4
Journal of economic dynamics & control
4
Market microstructure and liquidity
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of trading
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Discussion paper
3
Discussion paper / Centre for Economic Policy Research
3
Finance and economics discussion series
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial intermediation
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER Working Paper
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NES working paper series : working paper
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ECONIS (ZBW)
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
3
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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
Price impact of corporate bond trading : evidence from the australian securities exchange
Frino, Alex
;
Lepone, Andrew
;
Lepone, Grace
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
3
,
pp. 1950020-1-1950020-22
Persistent link: https://www.econbiz.de/10012156159
Saved in:
6
Ultra-high-frequency lead-lag relationship and information arrival
Thong Minh Dao
;
McGroarty, Frank
;
Urquhart, Andrew
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 725-735
Persistent link: https://www.econbiz.de/10011906948
Saved in:
7
Trading activities around ex-dividend days : evidence from the Taiwan stock market
Cheng, Ming-Chang
;
Lee, Ching-Hwa
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011490555
Saved in:
8
Initiation of trades on the Chinese stock market
Zheng, Xinwei
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011300932
Saved in:
9
Volatility-volume relationships among types of traders considering the investment limitation to foreign investors
Huang, Ching-Mann
;
Lin, Tsai-Yin
;
Yu, Chih-hsien
;
Hoe, …
- In:
Review of Pacific Basin financial markets and policies
9
(
2006
)
4
,
pp. 575-596
Persistent link: https://www.econbiz.de/10003413727
Saved in:
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