Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting
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Published By WORLD SCIENTIFIC

9789812566263, 9789812707291

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Decimalization and Market Quality

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0009 ◽

2006 ◽

pp. 175-194

Author(s):

Robin K. Chou ◽

Wan-Chen Lee

Keyword(s):

Market Quality

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Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0002 ◽

2006 ◽

pp. 19-37 ◽

Cited By ~ 3

Author(s):

Mark Coppejans ◽

Ian Domowitz ◽

Ananth Madhavan

Keyword(s):

Limit Order ◽

Resiliency Theory ◽

Order Books ◽

Limit Order Books

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BACK MATTER

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_bmatter ◽

2006 ◽

pp. 247-247

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Leases, Seats, and Spreads: The Determinants of the Returns to Leasing a NYSE Seat

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0008 ◽

2006 ◽

pp. 159-173

Author(s):

Thomas O. Miller ◽

Michael S. Pagano

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Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related?

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0011 ◽

2006 ◽

pp. 217-246 ◽

Cited By ~ 3

Author(s):

Ramaprasad Bhar ◽

A. G. Malliaris

Keyword(s):

Stock Markets

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The Cross-Section of Daily Variation in Liquidity

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0005 ◽

2006 ◽

pp. 75-110 ◽

Cited By ~ 2

Author(s):

Tarun Chordia ◽

Lakshmanan Shivakumar ◽

Avanidhar Subrahmanyam

Keyword(s):

Cross Section ◽

Daily Variation ◽

The Cross

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The Importance of Being Conservative: An Illustration of Natural Selection in a Futures Market

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0010 ◽

2006 ◽

pp. 197-216

Author(s):

Guo Ying Luo

Keyword(s):

Natural Selection ◽

Futures Market

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Notes for a Contingent Claims Theory of Limit Order Markets

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0003 ◽

2006 ◽

pp. 39-56

Author(s):

Bruce N. Lehmann

Keyword(s):

Contingent Claims ◽

Limit Order ◽

Limit Order Markets

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Intraday Volatility on the NYSE and NASDAQ

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_0006 ◽

2006 ◽

pp. 111-138 ◽

Cited By ~ 2

Author(s):

Daniel G. Weaver

Keyword(s):

Intraday Volatility

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FRONT MATTER

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting ◽

10.1142/9789812707291_fmatter ◽

2006 ◽

pp. i-xx

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Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and AccountingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Decimalization and Market Quality

Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice

BACK MATTER

Leases, Seats, and Spreads: The Determinants of the Returns to Leasing a NYSE Seat

Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related?

The Cross-Section of Daily Variation in Liquidity

The Importance of Being Conservative: An Illustration of Natural Selection in a Futures Market

Notes for a Contingent Claims Theory of Limit Order Markets

Intraday Volatility on the NYSE and NASDAQ

FRONT MATTER

Advances in Quantitative Analysis of Finance & Accounting - Advances in Quantitative Analysis of Finance and Accounting
Latest Publications