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Keywords: High-frequency data
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2023) 40 (5): 773–794.
Published: 06 October 2023
... in a financial crisis. In addition, the chairman’s speeches receive significantly more publicity than those by other governors or the President. © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only High-frequency data Jumps Foreign exchange markets Senior...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2014) 31 (1): 46–71.
Published: 25 February 2014
... trading Market impact Trade scheduling High-frequency data The key contribution of this study is the analysis of asymmetric intraday patterns in liquidity supply and demand curves. Our results show that large volumes traded by buyers and sellers do not have the same effect in magnitude...
