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Journal of financial and quantitative analysis : JFQA
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
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Finance research letters
35
International review of financial analysis
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
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International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
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The review of financial studies
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The financial review : the official publication of the Eastern Finance Association
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CFS working paper series
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / National Bureau of Economic Research, Inc.
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research paper series / Swiss Finance Institute
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Economics letters
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Research in international business and finance
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The journal of futures markets
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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1
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
Saved in:
2
When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo
;
Foley, Sean
;
Svec, Jiri
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
Saved in:
3
Trading in fragmented markets
Baldauf, Markus
;
Mollner, Joshua
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 93-121
Persistent link: https://www.econbiz.de/10012437372
Saved in:
4
A survey of the microstructure of fixed-income markets
Bessembinder, Hendrik
;
Spatt, Chester S.
;
Venkataraman, …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012195424
Saved in:
5
The market microstructure of central bank bond purchases
Schlepper, Kathi
;
Hofer, Heiko
;
Riordan, Ryan
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10012195557
Saved in:
6
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
Saved in:
7
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
8
High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
Saved in:
9
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng
;
Hu, Ting
;
Lesmond, David A.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1269-1292
Persistent link: https://www.econbiz.de/10011479098
Saved in:
10
Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
Saved in:
11
Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
Saved in:
12
The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov
;
Lauterbach, Beni
;
Mendelson, Haim
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 829-846
Persistent link: https://www.econbiz.de/10001859288
Saved in:
13
Is there really a when-issued premium?
Ezzell, John R.
;
Miles, James A.
;
Mulherin, John Harold
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 611-634
Persistent link: https://www.econbiz.de/10001794046
Saved in:
14
Trading volume and information revelation in stock markets
Suominen, Matti
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 545-565
Persistent link: https://www.econbiz.de/10001651575
Saved in:
15
How stock splits affect trading : a microstructure approach
Easley, David
;
O'Hara, Maureen
;
Saar, Gideon
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10001569196
Saved in:
16
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
17
A simple cost reduction strategy for small liquidity traders : trade at the opening
Brooks, Raymond M.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
4
,
pp. 525-540
Persistent link: https://www.econbiz.de/10001234433
Saved in:
18
A market microstructure explanation for predictable variations in stock returns following large price changes
Park, Jinwoo
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10001218106
Saved in:
19
Econometrics of financial models and market microstructure effects
Smith, Tom
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 519-540
Persistent link: https://www.econbiz.de/10001175119
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