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~isPartOf:"Review of quantitative finance and accounting"
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Portfolio selection
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Lee, Cheng F.
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Tse, Yiuman
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Review of quantitative finance and accounting
Finance research letters
1,101
NBER working paper series
1,063
Journal of banking & finance
979
Working paper / National Bureau of Economic Research, Inc.
831
NBER Working Paper
739
International review of financial analysis
656
Journal of financial economics
627
The review of financial studies
499
Pacific-Basin finance journal
496
The journal of finance : the journal of the American Finance Association
481
European journal of operational research : EJOR
459
International review of economics & finance : IREF
455
Management science : journal of the Institute for Operations Research and the Management Sciences
430
Insurance / Mathematics & economics
426
Discussion paper / Centre for Economic Policy Research
416
Applied economics
395
Journal of empirical finance
373
Journal of economic dynamics & control
365
Research paper series / Swiss Finance Institute
364
Journal of financial and quantitative analysis : JFQA
362
Research in international business and finance
336
SpringerLink / Bücher
327
The journal of portfolio management : a publication of Institutional Investor
318
The European journal of finance
315
Economics letters
311
Applied economics letters
303
The North American journal of economics and finance : a journal of financial economics studies
303
Economic modelling
293
The journal of asset management
293
Journal of international financial markets, institutions & money
291
Discussion papers / CEPR
290
Journal of financial markets
276
Quantitative finance
271
International journal of theoretical and applied finance
269
Journal of economic behavior & organization : JEBO
266
Finance and stochastics
248
Working paper
247
Journal of risk and financial management : JRFM
237
The journal of futures markets
236
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ECONIS (ZBW)
276
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1
One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Verousis, Thanos
;
Perotti, Pietro
;
Sermpinis, Georgios
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 353-392
Persistent link: https://www.econbiz.de/10011979139
Saved in:
2
The effect of customer concentration on stock sentiment risk
Wang, Jian
;
Huang, Yanhuang
;
Feng, Hongrui
;
Yang, Jun
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 565-606
Persistent link: https://www.econbiz.de/10013549096
Saved in:
3
Alpha-beta-churn of equity picks by institutional investors and the robust superiority of hedge funds
Chung, Richard
;
Fung, Scott
;
Patel, Jayendu
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 363-405
Persistent link: https://www.econbiz.de/10011333108
Saved in:
4
Government customers, institutional investment horizons, and liquidity risk
Boscaljon, Brian
;
Feng, Hongrui
;
Jia, Yuecheng
;
Sun, Qian
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012432669
Saved in:
5
Economic policy uncertainty and heterogeneous institutional investor horizons
Wang, Xiaoqiong
;
Wei, Siqi
;
Zhu, Xiaoyang
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 39-67
Persistent link: https://www.econbiz.de/10014502962
Saved in:
6
Tick size, market structure, and market quality
Chung, Kee H.
;
Kang, Jangkoo
;
Kim, Joon-seok
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009271379
Saved in:
7
Bid ask spread in a competitive market with institutions and order size
Dey, Malay K.
;
Kazemi, Hossein
- In:
Review of quantitative finance and accounting
30
(
2008
)
4
,
pp. 433-453
Persistent link: https://www.econbiz.de/10003711396
Saved in:
8
Trade-time clustering
Black, Jeffrey R.
;
Jain, Pankaj K.
;
Sun, Wei
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1209-1242
Persistent link: https://www.econbiz.de/10014291794
Saved in:
9
Freedom of choice impact on country-specific liquidity commonality
Jain, Pawan
;
Mekhaimer, Mohamed
;
Spahr, Ronald W.
; …
- In:
Review of quantitative finance and accounting
63
(
2024
)
1
,
pp. 265-309
Persistent link: https://www.econbiz.de/10014546451
Saved in:
10
Intraday algorithmic trading strategies for cryptocurrencies
Cohen, Gil
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 395-409
Persistent link: https://www.econbiz.de/10014342035
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