The following pages link to (Q5260059):
Displaying 8 items.
- Time-aggregated information and stock price volatility (Q899782) (← links)
- The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets (Q960338) (← links)
- Informativeness of trade size in foreign exchange markets (Q1672744) (← links)
- Component ACD model and its application in studying the price-related feedback effect in investor trading behaviors in Chinese stock market (Q1794298) (← links)
- New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- The information content of high-frequency traders aggressive orders: recent evidence (Q4957239) (← links)
- The influence of intraday seasonality on volatility transmission pattern (Q5234350) (← links)