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isPartOf:"Journal of empirical finance"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Market microstructure"
~subject:"Marktmikrostruktur"
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Market microstructure
Marktmikrostruktur
Börsenkurs
18
Share price
18
Devisenmarkt
16
Foreign exchange market
16
Theorie
16
Theory
16
Volatility
15
Volatilität
15
Asymmetric information
10
Asymmetrische Information
10
Bid-ask spread
10
Geld-Brief-Spanne
10
Securities trading
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Estimation
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Handelsvolumen der Börse
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Electronic trading
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Elektronisches Handelssystem
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Price discovery
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USA
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United States
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Capital income
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Exchange rate policy
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Geldpolitik
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Kapitaleinkommen
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Microstructure
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Marsh, Ian
3
Sager, Michael J.
3
Taylor, Mark P.
3
Phylaktis, Kate
2
Piccotti, Louis R.
2
Shraiber, Bentsi
2
Vitale, Paolo
2
Aldrich, Eric M.
1
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1
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1
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1
Brockman, Paul
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Brzeszczyński, Janusz
1
Bu, Ruijun
1
Carrera, José M.
1
Cenesizoglu, Tolga
1
Chaboud, Alain P.
1
Chang, Ming-Jen
1
Chen, Clara Chia-Sheng
1
Chen, Linda H.
1
Chen, Long
1
Chen, Shikuan
1
Cherkaoui, Mouna
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Cheung, Yin-Wong
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Chinn, Menzie David
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1
Easley, David
1
Eom, Kyong Shik
1
Fahlenbrach, Rüdiger
1
Ferreira Filipe, Sara
1
Ferré, Montserrat
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Journal of empirical finance
International journal of finance & economics : IJFE
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
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
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
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
Economics letters
15
Research in international business and finance
15
The journal of futures markets
15
Working paper
15
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
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
12
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ECONIS (ZBW)
56
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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