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isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of banking & finance"
~subject:"Elektronisches Handelssystem"
~type_genre:"Article in journal"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Market microstructure
107
Marktmikrostruktur
107
Theorie
31
Theory
31
Börsenkurs
30
Securities trading
30
Share price
30
Wertpapierhandel
30
USA
24
United States
24
Volatility
22
Volatilität
22
Asymmetric information
17
Asymmetrische Information
17
Bid-ask spread
16
Geld-Brief-Spanne
16
Handelsvolumen der Börse
15
Trading volume
15
Estimation
14
Schätzung
14
Aktienmarkt
11
Price discovery
11
Stock market
11
Bourse
10
Börse
10
Capital income
10
Devisenmarkt
10
Electronic trading
10
Foreign exchange market
10
Kapitaleinkommen
10
Anlageverhalten
7
Behavioural finance
7
Liquidity
7
Ankündigungseffekt
6
Announcement effect
6
Derivat
6
Derivative
6
EU countries
6
EU-Staaten
6
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Article in journal
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English
10
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Aldrich, Eric M.
1
Cartea, Álvaro
1
Cenesizoglu, Tolga
1
Cox, Justin
1
Davis, Ryan L.
1
Dionne, Georges
1
Garvey, Ryan
1
Huang, Tao
1
Ibikunle, Gbenga
1
Kryzanowski, Lawrence
1
Lee, Seung
1
Payne, Richard
1
Penalva, José
1
Riordan, Ryan
1
Roseman, Brian S.
1
Storkenmaier, Andreas
1
Suhaibani, Mohammad al-
1
Tapia, Mikel
1
Theissen, Erik
1
Van Ness, Bonnie F.
1
Van Ness, Robert A.
1
Wagener, Martin
1
Woods, Donovan
1
Wu, Fei
1
Zhang, Sarah S.
1
Zhou, Xiaozhou
1
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Journal of empirical finance
Journal of banking & finance
Journal of international financial markets, institutions & money
10
Journal of financial markets
8
Market microstructure and liquidity
8
Research in international business and finance
7
Quantitative finance
6
International review of financial analysis
5
Finance research letters
4
Pacific-Basin finance journal
4
Applied mathematical finance
3
Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The European journal of finance
3
The journal of trading
3
The review of financial studies
3
Economic modelling
2
European financial management : the journal of the European Financial Management Association
2
Investment management and financial innovations
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Journal of risk and financial management : JRFM
2
Review of quantitative finance and accounting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Algorithmic finance
1
American journal of agricultural economics
1
Annual review of financial economics
1
Applied economic perspectives and policy
1
Applied economics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Bank of Japan review
1
Banking and information technology : BIT ; a strategic report for top management
1
Business and Economic Research : BER
1
Cambridge working papers in economics
1
Cambridge-INET working papers
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Cogent economics & finance
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1
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
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
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
4
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:
5
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:
6
1-share orders and trades
Davis, Ryan L.
;
Roseman, Brian S.
;
Van Ness, Bonnie F.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
Saved in:
7
Why do traders choose dark markets?
Garvey, Ryan
;
Huang, Tao
;
Wu, Fei
- In:
Journal of banking & finance
68
(
2016
),
pp. 12-28
Persistent link: https://www.econbiz.de/10011634726
Saved in:
8
Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan
;
Storkenmaier, Andreas
;
Wagener, Martin
; …
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1148-1159
Persistent link: https://www.econbiz.de/10009716239
Saved in:
9
Price discovery in floor and screen trading systems
Theissen, Erik
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Saved in:
10
An exploratory analysis of the order book, and order flow and execution on the Saudi stock market
Suhaibani, Mohammad al-
;
Kryzanowski, Lawrence
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1323-1357
Persistent link: https://www.econbiz.de/10001491427
Saved in:
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