//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Bourse"
~subject:"Capital income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bourse
Capital income
Market microstructure
54
Marktmikrostruktur
54
Theorie
20
Theory
20
Börsenkurs
17
Share price
17
Volatility
17
Volatilität
17
Estimation
13
Schätzung
13
Securities trading
11
Wertpapierhandel
11
Estimation theory
10
Noise Trading
10
Noise trading
10
Schätztheorie
10
Bid-ask spread
9
Geld-Brief-Spanne
9
Time series analysis
9
Zeitreihenanalyse
9
Aktienmarkt
7
Kapitaleinkommen
7
Stock market
7
Asymmetric information
6
Asymmetrische Information
6
Handelsvolumen der Börse
6
Trading volume
6
USA
6
United States
6
Börse
5
Price discovery
5
Electronic trading
4
Elektronisches Handelssystem
4
ARCH model
3
ARCH-Modell
3
Analysis of variance
3
Ankündigungseffekt
3
Announcement effect
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Aldrich, Eric M.
1
Anderson, Robert M.
1
Chen, Linda H.
1
Cherkaoui, Mouna
1
Chiao, Chaoshin
1
Corsi, Fulvio
1
Eom, Kyong Shik
1
Ferreira Filipe, Sara
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Hahn, Sang Buhm
1
Hounyo, Ulrich
1
Hung, Ken
1
Ibikunle, Gbenga
1
Jiang, George J.
1
Lee, Cheng F.
1
Lee, Seung
1
Meddahi, Nour
1
Mira, Antonietta
1
Park, Jong-ho
1
Peluso, Stefano
1
Snell, Andy
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Tonks, Ian
1
Usami, Takashi
1
Xu, Danielle D.
1
Yamamoto, Ryuichi
1
Yao, Tong
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Pacific-Basin finance journal
20
Journal of econometrics
16
Journal of financial economics
14
Journal of financial markets
13
Journal of banking & finance
11
Journal of international financial markets, institutions & money
10
Quantitative finance
9
Finance research letters
7
Market microstructure and liquidity
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International review of financial analysis
5
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied economics
4
Asia-Pacific journal of financial studies
4
CFS working paper series
4
Economic modelling
4
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
NBER working paper series
4
AFI
3
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
3
Emerging markets review
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of theoretical and applied finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economics & business
3
Journal of financial and quantitative analysis : JFQA
3
Journal of forecasting
3
Kredit und Kapital
3
Meddelanden från Svenska Handelshögskolan
3
NBER Working Paper
3
Research in international business and finance
3
Research paper series / Swiss Finance Institute
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
5
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
6
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, Ryuichi
- In:
Journal of empirical finance
29
(
2014
),
pp. 369-383
Persistent link: https://www.econbiz.de/10011300454
Saved in:
7
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Saved in:
8
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
9
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Saved in:
10
The price adjustment and lead-lag relations between stock returns : microstructure evidence from the Taiwan stock market
Chiao, Chaoshin
;
Hung, Ken
;
Lee, Cheng F.
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 709-731
Persistent link: https://www.econbiz.de/10002260905
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->