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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
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Stock price co-movement and the foundations of pairs trading
Farago, Adam; Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
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Basis convergence and long memory in volatility when dynamic hedging with futures
Dark, Jonathan - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 1021-1040
Persistent link: https://www.econbiz.de/10003587040
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A direct test of methods for inferring trade direction from intra-day data
Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 553-576
Persistent link: https://www.econbiz.de/10001540813
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Short-sale constraints, differences of opinion, and overvaluation
Boehme, Rodney D.; Danielsen, Bartley R.; Sorescu, Sorin M. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 455-488
Persistent link: https://www.econbiz.de/10003331906
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Information-based trading in dealer and auction markets : an analysis of exchange listings
Heidle, Hans G.; Huang, Roger D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 391-424
Persistent link: https://www.econbiz.de/10001705068
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Algorithmic trading and the market for liquidity
Hendershott, Terrence; Riordan, Ryan - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1001-1024
Persistent link: https://www.econbiz.de/10010255218
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Fragmentation and strategic market-making
Daures-Lescourret, Laurence; Moinas, Sophie - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1675-1700
Persistent link: https://www.econbiz.de/10014309555
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Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
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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