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25
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Journal of financial markets
88
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72
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59
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52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
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35
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35
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35
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28
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25
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21
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21
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16
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International journal of theoretical and applied finance
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ECONIS (ZBW)
2,997
EconStor
60
ArchiDok
1
USB Cologne (EcoSocSci)
1
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1401
The determinants of price discovery : evidence from US-Canadian cross-listed shares
Frijns, Bart
;
Gilbert, Aaron
;
Tourani Rad, Alireza
- In:
Journal of banking & finance
59
(
2015
),
pp. 457-468
Persistent link: https://www.econbiz.de/10011544675
Saved in:
1402
Market composition and price informativeness in a large market with endogenous order types
Challe, Edouard
;
Chrétien, Edouard
- In:
Journal of economic theory
158
(
2015
),
pp. 679-696
Persistent link: https://www.econbiz.de/10011548934
Saved in:
1403
Commonality in liquidity : lessons from an emerging stock market
Tissaoui, Kais
;
Ftiti, Zied
;
Aloui, Chaker
- In:
The journal of applied business research
31
(
2015
)
5
,
pp. 1927-1951
Persistent link: https://www.econbiz.de/10011412496
Saved in:
1404
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
1405
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
1406
Heterogeneous investors and trading platforms competition
Oriol, Nathalie
;
Rufini, Alexandra
;
Torre, Dominique
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
3
,
pp. 303-320
Persistent link: https://www.econbiz.de/10011418200
Saved in:
1407
FX market liquidity, funding constraints and capital flows
Banti, Chiara
;
Phylaktis, Kate
- In:
Journal of international money and finance
56
(
2015
),
pp. 114-134
Persistent link: https://www.econbiz.de/10011477882
Saved in:
1408
Does stealth trading coexist with high levels of insider trading? : evidence from Kuwait
Alhashel, Bader
- In:
Global finance journal
27
(
2015
),
pp. 112-118
Persistent link: https://www.econbiz.de/10011478055
Saved in:
1409
Price discovery in the dual-platform US Treasury market
Sun, Zhuowei
;
Dunne, Peter G.
;
Li, Youwei
- In:
Global finance journal
28
(
2015
),
pp. 95-110
Persistent link: https://www.econbiz.de/10011478128
Saved in:
1410
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:
1411
Foreign exchange market intervention and price discovery
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
Journal of the Japanese and international economies : …
38
(
2015
),
pp. 214-227
Persistent link: https://www.econbiz.de/10011481138
Saved in:
1412
A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based multi-asset artificial stock markets approach
Yang, Haijun
;
Wang, Harry Jiannan
;
Sun, Gui Ping
;
Wang, Li
- In:
Journal of evolutionary economics : JEE
25
(
2015
)
5
,
pp. 901-924
Persistent link: https://www.econbiz.de/10011481578
Saved in:
1413
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
1414
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
1415
Price adjustment method and ex-dividend day returns in a different institutional setting
Asimakopoulos, Panagiotis N.
;
Tsangarakis, Nickolaos V.
; …
- In:
International review of financial analysis
41
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011508534
Saved in:
1416
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil
Liberati, Caterina
;
Marzo, Massimiliano
;
Zagaglia, Paolo
; …
- In:
Financial markets and portfolio management
29
(
2015
)
3
,
pp. 207-250
Persistent link: https://www.econbiz.de/10011350201
Saved in:
1417
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
1418
Optimal high-frequency trading in a pro rata microstructure with predictive information
Guilbaud, Fabien
;
Pham, Huyên
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 545-575
Persistent link: https://www.econbiz.de/10011350572
Saved in:
1419
Portfolio liquidation in dark pools in continuous time
Kratz, Peter
;
Schöneborn, Torsten
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 496-544
Persistent link: https://www.econbiz.de/10011350581
Saved in:
1420
Informed traders' arrival in foreign exchange markets : does geography matter?
Gençay, Ramazan
;
Gradojevic, Nikola
;
Olsen, Richard
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1431-1462
Persistent link: https://www.econbiz.de/10011377058
Saved in:
1421
Costs and benefits of financial regulation : short-selling bans and transaction taxes
Lensberg, Terje
;
Schenk-Hoppé, Klaus Reiner
;
Ladley, Dan
- In:
Journal of banking & finance
51
(
2015
),
pp. 103-118
Persistent link: https://www.econbiz.de/10011377278
Saved in:
1422
The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel
;
Lux, Thomas
- In:
Journal of economic interaction and coordination : JEIC
10
(
2015
)
1
,
pp. 119-150
Persistent link: https://www.econbiz.de/10011378750
Saved in:
1423
Share price formation, market exuberance and financial stability under alternative accounting regimes
Biondi, Yuri
;
Giannoccolo, Pierpaolo
- In:
Journal of economic interaction and coordination : JEIC
10
(
2015
)
2
,
pp. 333-362
Persistent link: https://www.econbiz.de/10011378869
Saved in:
1424
Robustness of equilibrium in the Kyle model of informed speculation
Boulatov, Alex
;
Bernhardt, Dan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 297-318
Persistent link: https://www.econbiz.de/10011458996
Saved in:
1425
Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Hung, Pi-Hsia
;
Chen, An-sing
;
Wu, Yun-Lin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 635-660
Persistent link: https://www.econbiz.de/10011470988
Saved in:
1426
Informed trading, institutional trading, and spread
Dey, Malay K.
;
Radhakrishna, B.
- In:
Journal of economics and finance
39
(
2015
)
2
,
pp. 288-307
Persistent link: https://www.econbiz.de/10011471095
Saved in:
1427
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
1428
Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis
;
Kanas, Angelos
;
Papachristou, …
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
Saved in:
1429
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
1430
The effect of security and market order flow shocks on co-movement
Chelley-Steeley, Patricia L.
;
Lambertides, Neophytos
; …
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 136-155
Persistent link: https://www.econbiz.de/10011475705
Saved in:
1431
Asymmetric effects of sell-side analyst optimism and broker market share by clientele
Grant, Andrew
;
Jarnecic, Elvis
;
Su, Mark
- In:
Journal of financial markets
24
(
2015
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011477243
Saved in:
1432
Informed trading in parallel bond markets
Paiardini, Paola
- In:
Journal of financial markets
26
(
2015
),
pp. 103-121
Persistent link: https://www.econbiz.de/10011477282
Saved in:
1433
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
Saved in:
1434
The microstructure of housing markets : search, bargaining, and brokerage
Han, Lu
;
Strange, William C.
-
2015
Persistent link: https://www.econbiz.de/10011389147
Saved in:
1435
Block trading, information asymmetry, and the informativeness of trading : evidence from Chinese security markets
Pan, Ningning
;
Zhu, Hongquan
- In:
China finance review international
5
(
2015
)
3
,
pp. 215-235
Persistent link: https://www.econbiz.de/10011391728
Saved in:
1436
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
1437
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang
;
Tsai, Tsung-Ying
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
Saved in:
1438
The effect of investor sentiment on feedback trading and trading frequency : evidence from Taiwan intraday data
Hu, Wu-Yueh
;
Huang, Chih-Jen
;
Chang, Heng-Yu
;
Lin, Wei-Ju
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 111-120
Persistent link: https://www.econbiz.de/10011603397
Saved in:
1439
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
1440
Some hypotheses on commonality in liquidity : new evidence from the Chinese stock market
Narayan, Paresh Kumar
;
Zhang, Zhichao
;
Zheng, Xinwei
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
5
,
pp. 915-944
Persistent link: https://www.econbiz.de/10011561139
Saved in:
1441
Technology upgrades in emerging equity markets : effects on liquidity and trading activity
Yılmaz, Mustafa Kemal
;
Erdem, Orhan
;
Eraslan, Veysel
; …
- In:
Finance research letters
14
(
2015
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011552642
Saved in:
1442
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
1443
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Saved in:
1444
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Saved in:
1445
Large tick assets : implicit spread and optimal tick size
Dayri, Khalil
;
Rosenbaum, Mathieu
- In:
Market microstructure and liquidity
1
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588190
Saved in:
1446
A million metaorder analysis of market impact on the Bitcoin
Donier, J.
;
Bonart, J.
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588215
Saved in:
1447
Market impacts and the life cycle of investors orders
Bacry, Emmanuel
;
Iuga, Adrian
;
Lasnier, Matthieu
; …
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011588222
Saved in:
1448
Liquidity and impact in fair markets
Jaisson, Thibault
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588225
Saved in:
1449
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
1450
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
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