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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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The impact of overconfidence on investors' decisions
Adel, Boubaker; Mariem, Talbi - In: Business and Economic Research : BER 3 (2013) 2, pp. 53-75
Persistent link: https://www.econbiz.de/10010376699
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Intra-day characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - 2009 - Nov. 2009
Persistent link: https://www.econbiz.de/10003905956
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
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High-frequency cross-market trading : model free measurement and applications
Dobrev, Dobrislav; Schaumburg, Ernst - 2017 - This version: December 30, 2016
Persistent link: https://www.econbiz.de/10012805580
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Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Measuring the liquidity part of volume
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of banking & finance 50 (2015), pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
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When noise trading fades, volatility rises
Li, Jinliang - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 475-512
Persistent link: https://www.econbiz.de/10011595653
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Fast and slow informed trading
Roşu, Ioanid - In: Journal of financial markets 43 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012316293