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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of banking & finance"
~subject:"Volatilität"
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Search: subject_exact:"Market microstructure"
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Volatilität
Market microstructure
93
Marktmikrostruktur
93
Securities trading
26
Wertpapierhandel
26
Theorie
23
Theory
23
Börsenkurs
20
Devisenmarkt
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Foreign exchange market
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United States
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Volatility
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Asymmetric information
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Capital income
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Derivat
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Derivative
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Efficient market hypothesis
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Effizienzmarkthypothese
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Kapitaleinkommen
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Chang, Ming-Jen
2
Chen, Shikuan
2
Chien, Chih-Chung
2
Marsh, Ian
2
Phylaktis, Kate
2
Cartea, Álvaro
1
Chan, Choon Chat
1
Chen, Long
1
Dhillon, Upinder S.
1
Duffuor, Kwabena
1
Fong, Wai-mun
1
Hautsch, Nikolaus
1
Hess, Dieter
1
Ibrahim, Boulis Maher
1
Iwatsubo, Kentaro
1
Jiang, George J.
1
Jondeau, Eric
1
Kalaitzoglou, Iordanis Angelos
1
Kaplanski, Guy
1
Laakkonen, Helinä
1
Lahaye, Jérôme
1
Lanne, Markku
1
Lasser, Dennis J.
1
Levy, Haim
1
Li, Yifan
1
Liu, Junwei
1
Liu, Zhi
1
Lo, Ingrid
1
Moshirian, Fariborz
1
Nguyen, Huong Giang
1
Nolte, Ingmar
1
Payne, Richard
1
Penalva, José
1
Pham, Peter Kien
1
Rockinger, Michael
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Ronen, Tavy
1
Tapia, Mikel
1
Vasios, Michalis
1
Veredas, David
1
Vitale, Paolo
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International journal of finance & economics : IJFE
Journal of banking & finance
Journal of econometrics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International review of financial analysis
10
Quantitative finance
10
Journal of empirical finance
9
Finance research letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial economics
8
Journal of financial markets
8
Research in international business and finance
7
SFB 649 discussion paper
7
Economic modelling
6
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CEFIR and NES working papers
5
CFS working paper series
5
Cambridge working papers in economics
5
Econometric reviews
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
NES working paper series : working paper
5
CESifo working papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance and stochastics
4
International review of economics & finance : IREF
4
Journal of financial econometrics
4
Market microstructure and liquidity
4
Research paper series / Swiss Finance Institute
4
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
Cambridge-INET working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
3
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1
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung
;
Chen, Shikuan
;
Chang, Ming-Jen
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
4
Why do carbon prices and price volatility change?
Ibrahim, Boulis Maher
;
Kalaitzoglou, Iordanis Angelos
- In:
Journal of banking & finance
63
(
2016
),
pp. 76-94
Persistent link: https://www.econbiz.de/10011634175
Saved in:
5
Trading breaks and asymmetric information : the option markets
Kaplanski, Guy
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
Saved in:
6
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
7
Private information flow and price discovery in the US treasury market
Jiang, George J.
;
Lo, Ingrid
- In:
Journal of banking & finance
47
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Saved in:
8
Order flows, fundamentals and exchange rates
Iwatsubo, Kentaro
;
Marsh, Ian
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 251-266
Persistent link: https://www.econbiz.de/10010471906
Saved in:
9
The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility
Laakkonen, Helinä
;
Lanne, Markku
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 339-351
Persistent link: https://www.econbiz.de/10010355971
Saved in:
10
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
Saved in:
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