Journal of Financial Markets

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Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors
Journal of Financial Markets - Tập 54 - Trang 100581 - 2021
William J. Procasky
VPIN and the flash crash
Journal of Financial Markets - Tập 17 - Trang 1-46 - 2014
Torben G. Andersen, Oleg Bondarenko
Price impacts of options volume
Journal of Financial Markets - Tập 8 Số 1 - Trang 69-87 - 2005
Christian Schlag, Hans R. Stoll
Bond risk’s role in the equity risk-return tradeoff
Journal of Financial Markets - Tập 60 - Trang 100701 - 2022
Naresh Bansal, Chris Stivers
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks
Journal of Financial Markets - Tập 59 - Trang 100661 - 2022
Matthew Greenwood-Nimmo, Artur Tarassow
Jump and volatility risk in the cross-section of corporate bond returns
Journal of Financial Markets - Tập 60 - Trang 100733 - 2022
Xi Chen, Junbo Wang, Chunchi Wu
Intraday market making with overnight inventory costs
Journal of Financial Markets - Tập 50 - Trang 100564 - 2020
Tobias Adrian, Agostino Capponi, Michael Fleming, Erik Vogt, Hongzhong Zhang
What happened to the quants in August 2007? Evidence from factors and transactions data
Journal of Financial Markets - Tập 14 - Trang 1-46 - 2011
Amir E. Khandani, Andrew W. Lo
New low-frequency spread measures
Journal of Financial Markets - Tập 12 - Trang 778-813 - 2009
Craig W. Holden
Measures of contributions to price discovery: a comparison
Journal of Financial Markets - Tập 5 Số 3 - Trang 323-327 - 2002
Frank de Jong
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