Modelling financial transaction price movements: a dynamic integer count data model.
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- Empirical Economics, 2005, v. 30, n. 4, p. 795, doi. 10.1007/s00181-005-0001-1
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- Article
Works matching IS 03777332 AND DT 2005 AND VI 30 AND IP 4
Results: 10
1
2
How large is liquidity risk in an automated auction market?
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- Empirical Economics, 2005, v. 30, n. 4, p. 867, doi. 10.1007/s00181-005-0003-z
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- Article
3
Exchange rate volatility and the mixture of distribution hypothesis.
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- Empirical Economics, 2005, v. 30, n. 4, p. 889, doi. 10.1007/s00181-005-0005-x
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- Article
4
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis.
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- Empirical Economics, 2005, v. 30, n. 4, p. 827, doi. 10.1007/s00181-005-0004-y
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- Article
5
The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market.
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- Empirical Economics, 2005, v. 30, n. 4, p. 947, doi. 10.1007/s00181-005-0007-8
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- Publication type:
- Article
6
Liquidity supply and adverse selection in a pure limit order book market.
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- Empirical Economics, 2005, v. 30, n. 4, p. 1007, doi. 10.1007/s00181-005-0009-6
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- Publication type:
- Article
7
Asymmetries in bid and ask responses to innovations in the trading process.
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- Empirical Economics, 2005, v. 30, n. 4, p. 913, doi. 10.1007/s00181-005-0006-9
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- Publication type:
- Article
8
Macroeconomic surprises and short-term behaviour in bond futures.
- Published in:
- Empirical Economics, 2005, v. 30, n. 4, p. 843, doi. 10.1007/s00181-005-0002-y
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- Publication type:
- Article
9
Order aggressiveness and order book dynamics.
- Published in:
- Empirical Economics, 2005, v. 30, n. 4, p. 973, doi. 10.1007/s00181-005-0008-7
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- Publication type:
- Article
10
Editor’s introduction.
- Published in:
- Empirical Economics, 2005, v. 30, n. 4, p. 791, doi. 10.1007/s00181-005-0010-0
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- Publication type:
- Article