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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Finance research letters"
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Search: subject_exact:"Microstructure of markets"
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Market microstructure
41
Marktmikrostruktur
41
Securities trading
18
Wertpapierhandel
18
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15
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15
Theorie
12
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Henke, Harald
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Sensoy, Ahmet
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Finance research letters
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
38
International review of financial analysis
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Economics letters
15
Research in international business and finance
15
The journal of futures markets
15
Working paper
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NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
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Discussion paper / Centre for Economic Policy Research
13
Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
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1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
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
Saved in:
3
Learning specialists and market resilience
Contreras, Alfredo
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014471963
Saved in:
4
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
Saved in:
5
LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki
;
Iima, Hitoshi
;
Kitamura, Yoshihiro
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
Saved in:
6
Non-positive spreads and trading venue halts : are investors harmed?
Favreau, Charles
;
Garvey, Ryan
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013341514
Saved in:
7
Commonality in FX liquidity : high-frequency evidence
Sensoy, Ahmet
;
Uzun, Sevcan
;
Lucey, Brian M.
- In:
Finance research letters
39
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805184
Saved in:
8
Fragmentation in the Bitcoin market : evidence from multiple coexisting order books
Jeon, Yoontae
;
Samarbakhsh, Laleh
;
Hewitt, Kenji
- In:
Finance research letters
39
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012805501
Saved in:
9
Understanding Bitcoin liquidity
Scharnowski, Stefan
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012486119
Saved in:
10
Convergence in cryptocurrency prices? : the role of market microstructure
Apergēs, Nikolaos
;
Koutmos, Dimitrios
;
Payne, James E.
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819218
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