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~subject:"Market microstructure"
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Market microstructure
Wertpapierhandel
1,504
Securities trading
1,496
Börsenkurs
608
Share price
608
Theorie
437
Theory
437
Anlageverhalten
400
Behavioural finance
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Aktienmarkt
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Liquidity
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Kapitaleinkommen
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Financial market
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Liquidität
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Estimation
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Market liquidity
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Marktliquidität
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Portfolio selection
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Portfolio-Management
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Bourse
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Handelsvolumen der Börse
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Trading volume
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Asymmetric information
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Asymmetrische Information
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Volatility
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Volatilität
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Bid-ask spread
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Efficient market hypothesis
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Hung, Pi-Hsia
9
Lien, Da-hsiang Donald
7
Abergel, Frédéric
4
Garvey, Ryan
4
Lehalle, Charles-Albert
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Pani, Sudhanshu
4
Sensoy, Ahmet
4
Toke, Ioane Muni
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Yamamoto, Ryuichi
4
Bouchaud, Jean-Philippe
3
Cartea, Álvaro
3
Huang, Tao
3
Ibikunle, Gbenga
3
Jaimungal, Sebastian
3
Kallinterakis, Vasileios
3
Kyle, Albert S.
3
O'Hara, Maureen
3
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Susai, Masayuki
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Wu, Fei
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Alfonsi, Aurélien
2
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Azhar Mohamad
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Bel Hadj Ayed, Ahmed
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Blanc, Pierre
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Cebiroglu, Gökhan
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Cenesizoglu, Tolga
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Chen, Jing
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Chiarella, Carl
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Choi, Jin Hyuk
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Delaney, Laura
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Dixit, Alok
2
Donnelly, Ryan
2
Fohlin, Caroline
2
Gao, Xuefeng
2
Gould, Martin
2
He, Xue-zhong
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Hellara, Slaheddine
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Market microstructure and liquidity
22
Quantitative finance
18
Finance research letters
15
Pacific-Basin finance journal
15
Journal of financial markets
12
Journal of international financial markets, institutions & money
10
Journal of banking & finance
9
International review of financial analysis
8
Journal of economic dynamics & control
8
Research in international business and finance
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Applied mathematical finance
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International review of economics & finance : IREF
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Journal of empirical finance
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Applied economics letters
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International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
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Economics letters
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International Journal of Financial Markets and Derivatives : IJFMD
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International journal of finance & economics : IJFE
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Journal of quantitative economics
2
Mathematics and financial economics
2
Operations research
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Research paper series / Swiss Finance Institute
2
Review of economic dynamics
2
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
291
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1
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
2
Proprietary algorithmic traders and liquidity supply during the pandemic
Banerjee, Anirban
;
Nawn, Samarpan
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491011
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3
Understanding the impacts of dark pools on price discovery
Ye, Linlin
- In:
Journal of financial markets
68
(
2024
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014491076
Saved in:
4
Trade fragmentation and volatility-of-volatility networks
Bastidon, Cécile
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014494806
Saved in:
5
Forced consolidation
Pomeranets, Anna
;
Weaver, Daniel G.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
Saved in:
6
The papers I can't write
Schultz, Paul H.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10014483128
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7
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
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8
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
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9
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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10
Does the introduction of market maker improve market quality? : evidence from China's Sci-Tech innovation board
Li, Jianhua
;
Xu, Jianxiang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473289
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