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Search: subject_exact:"Market microstructure"
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Market microstructure
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International journal of finance & economics : IJFE
Journal of financial markets
88
Journal of banking & finance
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Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
39
Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
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36
Finance research letters
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International review of financial analysis
34
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28
Market microstructure and liquidity
25
The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International review of economics & finance : IREF
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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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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
Review of quantitative finance and accounting
14
Economic modelling
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Journal of economic behavior & organization : JEBO
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Physica A: Statistical Mechanics and its Applications
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The journal of trading
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Applied mathematical finance
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Journal of risk and financial management : JRFM
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Global finance journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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:
3
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:
4
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:
5
When do central banks prefer to intervene secretly?
Ferré, Montserrat
;
Manzano Tovar, Carolina
- In:
International journal of finance & economics : IJFE
14
(
2009
)
4
,
pp. 378-393
Persistent link: https://www.econbiz.de/10003902068
Saved in:
6
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:
7
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:
8
Order flow and exchange rate dynamics : an application to emerging markets
Duffuor, Kwabena
;
Marsh, Ian
;
Phylaktis, Kate
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 290-304
Persistent link: https://www.econbiz.de/10009615676
Saved in:
9
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
Frömmel, Michael
;
Kiss M., Norbert
;
Pintér, Klára
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009159747
Saved in:
10
Probability of informed trading on the euro overnight market rate
Idier, Julien
;
Nardelli, Stefano
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 131-145
Persistent link: https://www.econbiz.de/10009159756
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