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1
Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Ormos, Mihály
;
Timotity, Dusán
- In:
Finance research letters
19
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011657448
Saved in:
2
Limit order book dynamics and order size modelling using Compound Hawkes Process
Jain, Konark
;
Firoozye, Nikan B.
;
Kochems, Jonathan
; …
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015080930
Saved in:
3
Price discovery share : an order invariant measure of price discovery
Shen, Shulin
;
Sultan, Syed Galib
;
Zivot, Eric
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061427
Saved in:
4
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Finance research letters
23
(
2017
),
pp. 210-216
Persistent link: https://www.econbiz.de/10011808400
Saved in:
5
Commonality in FX liquidity : high-frequency evidence
Sensoy, Ahmet
;
Uzun, Sevcan
;
Lucey, Brian M.
- In:
Finance research letters
39
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805184
Saved in:
6
An infinite hidden Markov model with GARCH for short-term interest rates
Li, Chenxing
;
Yang, Qiao
- In:
Finance research letters
80
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015422517
Saved in:
7
Is the Kimchi premium a speculative bubble?
Ok, Hyunmin
;
Kim, Jinyong
;
Kim, Yongsik
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
Saved in:
8
Intraday interactions between high-frequency trading and price efficiency
Ben Ammar, Imen
;
Hellara, Slaheddine
- In:
Finance research letters
41
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013336225
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9
Limit order books and liquidity around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic
Siikanen, Milla
;
Kanniainen, Juho
;
Valli, Jaakko
- In:
Finance research letters
21
(
2017
),
pp. 264-271
Persistent link: https://www.econbiz.de/10011807803
Saved in:
10
Predicting FX market movements using GAN with limit order event data
Peng, Kexin
;
Iima, Hitoshi
;
Kitamura, Yoshihiro
- In:
Finance research letters
72
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015204138
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