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~isPartOf:"Journal of financial economics"
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Market microstructure
8
Marktmikrostruktur
8
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8
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Securities trading
7
Wertpapierhandel
7
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4
Electronic trading
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O'Hara, Maureen
17
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8
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7
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5
Easley, David
5
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4
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3
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2
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1
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Journal of financial economics
NYU Working Paper
48
The journal of finance : the journal of the American Finance Association
43
Discussion paper / Department of Economics, University of California San Diego
41
The review of financial studies
39
NBER Working Paper
31
NBER working paper series
30
NBER Working Papers
27
Working paper / National Bureau of Economic Research, Inc.
27
Journal of Finance
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Finance
21
Journal of econometrics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of Econometrics
19
Journal of financial and quantitative analysis : JFQA
19
Handbook of Econometrics
18
International journal of hospitality management
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Working paper / National Bureau of Economic Research, Inc
16
Journal of economic theory
14
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
12
Review of Financial Studies
12
Journal of Financial Economics
11
Journal of monetary economics
10
The journal of portfolio management : a publication of Institutional Investor
10
Working Paper
10
Journal of Business & Economic Statistics
9
Journal of Economic Theory
9
Journal of Financial Econometrics
9
Journal of banking & finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
International economic review
8
International journal of contemporary hospitality management
8
Journal of Financial and Quantitative Analysis
8
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
8
Journal of empirical finance
7
Review of finance : journal of the European Finance Association
7
The journal of trading
7
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ECONIS (ZBW)
20
OLC EcoSci
9
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1
Price, trade size, and information in securities markets
Easley, David
- In:
Journal of financial economics
1
(
1987
),
pp. 69-90
Persistent link: https://www.econbiz.de/10001032356
Saved in:
2
Liquidity and valuation in an uncertain world
Easley, David
;
O'Hara, Maureen
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003991306
Saved in:
3
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
4
From mining to markets : The evolution of bitcoin transaction fees
Easley, David
;
O'Hara, Maureen
;
Basu, Soumya
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10012166796
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
6
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
7
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
8
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
9
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
10
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
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