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在“Elsevier电子期刊”中，命中：18条，耗时：0.047979 秒

在所有数据库中总计命中：351条

1.Trading behaviour on the continuous intraday market Elbas

作者：Richard Scharff ; ^{richard.scharff@ee.kth.se" class="auth_mail" title="E-mail the corresponding author} ; Mikael Amelin

关键词：Intraday adjustment market ; Distributed balancing ; Bidding strategies ; Integration of renewable energy sources ; Market design

刊名：Energy Policy

出版年：2016

2.How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis

作者：Juan C. Reboredo^a ; ^{juancarlos.reboredo@usc.es} ; Miguel A. Rivera-Castro^a ; ^marc@ufba.br ; José ; G.V. Miranda^b ; ^{vivas@ufba.br} ; Raquel Garcí ; a-Rubio^c ; ^rgr@usal.es

关键词：Finance ; Market efficiency ; Speed of adjustment ; Detrended fluctuation analysis

刊名：Physica A

出版年：2013

3.Autocorrelation and partial price adjustment

作者：Robert M. Anderson ; Kyong Shik Eom ; Sang Buhm Hahn ; Jong-Ho Park

关键词：Stock return autocorrelation ; Nonsynchronous trading ; Partial price adjustment ; Market ; Microstructure ; Open-to-close return

刊名：Journal of Empirical Finance

出版年：December, 2013

4.Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market

作者：Shu-Fan Hsieh

关键词：G11 ; G14

刊名：International Review of Financial Analysis

出版年：2013

5.Adequate intraday market design to enable the integration of wind energy into the European power systems

作者：Christoph Weber

关键词：Wind integration ; Market design ; Electricity markets

刊名：Energy Policy

出版年：2010

6.Optimal Positioning in Thailand's Spot and Future Market

作者：Khemarat Songyoo

关键词：Threshold Cointegration ; Asymmetric Price Discovery ; Pair Trading ; Future and Spot

刊名：Procedia - Social and Behavioral Sciences

出版年：2012

7.Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR

作者：Olivier Vergote ; Josep Maria Puigvert Guti¨¦rrez

关键词：C14 ; E43 ; E52 ; E58 ; E61

刊名：Journal of Banking and Finance

出版年：2012

8.The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume

作者：Konstantina Kappou ; Chris Brooks ; Charles Ward

关键词：Index effect ; S& ; P500 ; Market efficiency ; Price pressure

刊名：Journal of Banking and Finance

出版年：2010

9.Intraday stock price effects of ad hoc disclosures: the German case

关键词：Ad hoc disclosure rules ; Intraday stock price adjustments ; Market efficiency

刊名：Journal of International Financial Markets, Institutions & Money

出版年：2007

10.Improving VWAP strategies: A dynamic volume approach

作者：Ję ; drzej Biał ; kowski ; Serge Darolles ; Gaë ; lle Le Fol

关键词：Intraday volume ; Factor models ; Volume Weighted Average Price ; VWAP strategies

刊名：Journal of Banking and Finance

出版年：2008

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