Results 231 to 240 of about 1,121,217 (244)

The Influences of Book-to-Price Ratio and Stock Capitalization on Value-at-Risk Estimation in Taiwan Stock Market

Emerging Markets Finance and Trade, 2020
Hung-Hsi Huang
exaly  

Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models

SIAM Journal on Financial Mathematics, 2010
Aurélien Alfonsi, Alexander Schied
exaly  

Digital fixation: the law and economics of a fixed e-book price

International Journal of Cultural Policy, 2017
Joost Poort
exaly  

Structural properties of the price-to-earnings and price-to-book ratios

Review of Accounting Studies, 2016
Alexander Nezlobin, Stefan Reichelstein
exaly  

Liquidity crisis, granularity of the order book and price fluctuations

European Physical Journal B, 2009
Luciano Pietronero, Andrea Zaccaria
exaly  

Tick size reduction and price clustering in a FX order book

Physica A: Statistical Mechanics and Its Applications, 2014
Frédéric Abergel
exaly  

Order book approach to price impact

Quantitative Finance, 2005
exaly  

Price Jump Prediction in a Limit Order Book

Journal of Mathematical Finance, 2013
Ban Zheng, Frédéric Abergel
exaly  

Book Prices in the UK Since the End of Resale Price Maintenance

International Journal of the Economics of Business, 2008
exaly  

The relationship between size, book-to-market equity ratio, earnings–price ratio, and return for the Hong Kong stock market

Global Finance Journal, 2002
exaly