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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The review of financial studies"
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Search: subject_exact:"Market microstructure"
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Market microstructure
70
Marktmikrostruktur
70
Devisenmarkt
35
Foreign exchange market
35
Theorie
24
Theory
24
Exchange rate
22
Wechselkurs
22
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16
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USA
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United States
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Volatility
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9
Liquidität
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Ankündigungseffekt
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Announcement effect
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Asymmetric information
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Electronic trading
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Elektronisches Handelssystem
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Exchange rate policy
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Handelsvolumen der Börse
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Order flow
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Schätzung
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Microstructure
6
Securities trading
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Wertpapierhandel
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Bourse
5
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Marsh, Ian
5
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Taylor, Mark P.
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Stoll, Hans R.
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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
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International journal of finance & economics : IJFE
Journal of international money and finance
The review of financial studies
Journal of financial markets
89
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
41
Pacific-Basin finance journal
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
International review of financial analysis
36
Journal of empirical finance
36
Market microstructure and liquidity
25
The European journal of finance
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The University of Nottingham / School of Economics - discussion papers
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London School of Economics and Political Science - Publications
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NBER working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The financial review : the official publication of the Eastern Finance Association
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CFS working paper series
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Working paper / National Bureau of Economic Research, Inc.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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MPRA Paper
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion Paper
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The journal of futures markets
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CEPR Discussion Papers
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Economics letters
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Economic modelling
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NBER Working Paper
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Review of quantitative finance and accounting
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ECONIS (ZBW)
70
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1
Magnet effects of circuit breakers in electronic order-driven markets : evidence from China
Xiang, Cheng
;
Lu, Jing
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1450-1469
Persistent link: https://www.econbiz.de/10014253413
Saved in:
2
Big data in finance
Goldstein, Itay
;
Spatt, Chester S.
;
Ye, Mao
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3213-3225
Persistent link: https://www.econbiz.de/10012546376
Saved in:
3
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:
4
Order book price impact in the Chinese soybean futures market
Jin, Muzhao
;
Kearney, Fearghal
;
Li, Youwei
;
Yang, Yung …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 606-625
Persistent link: https://www.econbiz.de/10014253242
Saved in:
5
The currency that came in from the cold : capital controls and the information content of order flow
Breedon, Francis J.
;
Thórarinn G. Pétursson
;
Vitale, Paolo
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478208
Saved in:
6
Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro
;
Itō, Takatoshi
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
Saved in:
7
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
8
Daily investor sentiment, order flow imbalance and stock liquidity : evidence from the Chinese stock market
Yin, Haiyuan
;
Wu, Xingying
;
Kong, Sophie X.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4816-4836
Persistent link: https://www.econbiz.de/10013461380
Saved in:
9
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
10
Expectation errors in the foreign exchange market
Ferreira, Alex Luiz
;
Moore, Michael J.
;
Mukherjee, Satrajit
- In:
Journal of international money and finance
95
(
2019
),
pp. 44-51
Persistent link: https://www.econbiz.de/10012135194
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