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isPartOf:"Journal of empirical finance"
~isPartOf:"Economics letters"
~subject:"Market microstructure"
~subject:"Marktmikrostruktur"
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Market microstructure
Marktmikrostruktur
Theorie
19
Theory
19
Börsenkurs
16
Share price
16
Volatility
13
Volatilität
13
Bid-ask spread
10
Geld-Brief-Spanne
10
Asymmetric information
9
Asymmetrische Information
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Estimation
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Noise trading
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Price discovery
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CAPM
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Electronic trading
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Elektronisches Handelssystem
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Gradojevic, Nikola
3
Koutmos, Dimitrios
2
Piccotti, Louis R.
2
Shraiber, Bentsi
2
Aldrich, Eric M.
1
Anderson, Robert M.
1
Aslan, Hadiye
1
Barclay, Michael J.
1
Benston, George J.
1
Berkman, Henk
1
Bernhardt, Dan
1
Brockman, Paul
1
Bu, Ruijun
1
Carrera, José M.
1
Cenesizoglu, Tolga
1
Chaboud, Alain P.
1
Chen, Clara Chia-Sheng
1
Chen, Linda H.
1
Cherkaoui, Mouna
1
Chiao, Chaoshin
1
Chiquoine, Benjamin
1
Chung, Dennis Y.
1
Dijk, Dick van
1
Dionne, Georges
1
Dong, Yingjie
1
Dyhrberg, Anne H.
1
Easley, David
1
Eom, Kyong Shik
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Erdemlioglu, Deniz
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Fahlenbrach, Rüdiger
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Ferreira Filipe, Sara
1
Foley, Sean
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Frederiksen, Per
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1
Frijns, Bart
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Gençay, Ramazan
1
Ghysels, Eric
1
Gleason, Kimberly
1
Hahn, Sang Buhm
1
Heinen, Andréas
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Journal of empirical finance
Economics 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
Finance research letters
35
International review of financial analysis
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
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International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
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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
Research in international business and finance
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The journal of futures markets
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Working paper
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NBER Working Paper
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Review of quantitative finance and accounting
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Working paper / Norges Bank
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Discussion paper / Centre for Economic Policy Research
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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
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
2
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
3
In search of retail investors : the effect of retail investor attention on odd lot trades
Kupfer, Alexander
;
Schmidt, Markus G.
- In:
Journal of empirical finance
62
(
2021
),
pp. 315-326
Persistent link: https://www.econbiz.de/10012693439
Saved in:
4
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
5
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
6
Bitcoin returns and transaction activity
Koutmos, Dimitrios
- In:
Economics letters
167
(
2018
),
pp. 81-85
Persistent link: https://www.econbiz.de/10012015794
Saved in:
7
How investible is Bitcoin? : analyzing the liquidity and transaction costs of Bitcoin markets
Dyhrberg, Anne H.
;
Foley, Sean
;
Svec, Jiri
- In:
Economics letters
171
(
2018
),
pp. 140-143
Persistent link: https://www.econbiz.de/10012021839
Saved in:
8
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
9
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
10
Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga
- In:
Journal of empirical finance
49
(
2018
),
pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
Saved in:
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