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isPartOf:"International review of financial analysis"
~subject:"Market microstructure"
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Market microstructure
Securities trading
62
Wertpapierhandel
62
Börsenkurs
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Aktienmarkt
22
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Anagnostidis, Panagiotis
1
Ap Gwilym, Owain
1
Azhar Mohamad
1
Bredin, Donal
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Elliott, Robert J.
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Fontaine, Patrice
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1
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International review of financial analysis
Journal of financial markets
34
Journal of banking & finance
23
Pacific-Basin finance journal
23
Quantitative finance
23
Market microstructure and liquidity
22
Finance research letters
15
Journal of financial economics
15
Journal of international financial markets, institutions & money
15
The financial review : the official publication of the Eastern Finance Association
12
Journal of economic dynamics & control
9
The European journal of finance
9
Applied mathematical finance
8
Economic modelling
8
Research in international business and finance
8
Review of quantitative finance and accounting
8
CFS working paper series
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
SAFE working paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Gabler Edition Wissenschaft
6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of trading
5
Asia-Pacific journal of financial studies
4
Discussion paper / Tinbergen Institute
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NES working paper series : working paper
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Rodney L. White Center for Financial Research
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SFB 649 discussion paper
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Staff reports / Federal Reserve Bank of New York
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Staff working papers / Bank of England
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Working paper / Centre for Financial Research
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1
Retail investor attention and the limit order book : intraday analysis of attention-based trading
Meshcheryakov, Artem
;
Winters, Drew B.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013411594
Saved in:
2
Existence of multiple equilibria in a short-term market with persistent liquidity trading
Çetin, Müge
- In:
International review of financial analysis
78
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013252789
Saved in:
3
Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis
;
Fontaine, Patrice
- In:
International review of financial analysis
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
Saved in:
4
Pricing inefficiencies and feedback trading: evidence from country ETFs
Kallinterakis, Vasileios
;
Liu, Fei
;
Pantelous, Athanasios A.
- In:
International review of financial analysis
70
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012317646
Saved in:
5
Information or noise : what does algorithmic trading incorporate into the stock prices?
Zhou, Hao
;
Elliott, Robert J.
;
Kalev, Petko S.
- In:
International review of financial analysis
63
(
2019
),
pp. 27-39
Persistent link: https://www.econbiz.de/10012207365
Saved in:
6
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
International review of financial analysis
56
(
2018
),
pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
Saved in:
7
Informed trading and the price impact of block trades : a high frequency trading analysis
Sun, Yuxin
;
Ibikunle, Gbenga
- In:
International review of financial analysis
54
(
2017
),
pp. 114-129
Persistent link: https://www.econbiz.de/10011878187
Saved in:
8
Order imbalance and selling aggression under a shorting ban : evidence from the UK
Sifat, Imtiaz Mohammad
;
Azhar Mohamad
- In:
International review of financial analysis
42
(
2015
),
pp. 368-379
Persistent link: https://www.econbiz.de/10011573532
Saved in:
9
The implications of a price anchoring effect at the upstairs market of the London Stock Exchange
Verousis, Thanos
;
Ap Gwilym, Owain
- In:
International review of financial analysis
32
(
2014
),
pp. 37-46
Persistent link: https://www.econbiz.de/10010461347
Saved in:
10
A microstructure analysis of the carbon finance market
Bredin, Donal
;
Hyde, Stuart
;
Muckley, Cal
- In:
International review of financial analysis
34
(
2014
),
pp. 222-234
Persistent link: https://www.econbiz.de/10010529036
Saved in:
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