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subject:"Elektronisches Handelssystem"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~subject:"Marktmikrostruktur"
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Elektronisches Handelssystem
Marktmikrostruktur
Market microstructure
28
Theorie
14
Theory
14
Securities trading
10
Volatility
10
Volatilität
10
Wertpapierhandel
10
Börsenkurs
8
Share price
8
Devisenmarkt
7
Estimation
7
Foreign exchange market
7
Noise Trading
7
Noise trading
7
Schätzung
7
Asymmetric information
6
Asymmetrische Information
6
Bid-ask spread
6
Exchange rate
6
Geld-Brief-Spanne
6
Wechselkurs
6
Aktienmarkt
5
Capital income
5
Kapitaleinkommen
5
Limit order book
5
Stock market
5
Time series analysis
5
Zeitreihenanalyse
5
Anlageverhalten
4
Behavioural finance
4
Bourse
4
Börse
4
Handelsvolumen der Börse
4
High-frequency data
4
Trading volume
4
Bitcoin
3
China
3
Estimation theory
3
Financial market
3
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English
28
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Gradojevic, Nikola
5
Gençay, Ramazan
2
Koutmos, Dimitrios
2
Agbola, Frank Wogbe
1
Alemany, Nuria
1
Aragó, Vicent
1
Arumugam, Devika
1
Bayona, Anna
1
Bernhardt, Dan
1
Chen, Xinyun
1
Chu, Gang
1
Chung, Huimin
1
Dong, Yingjie
1
Dumitrescu, Ariadna
1
Dyhrberg, Anne H.
1
El Ouadghiri, Imane
1
Erdemlioglu, Deniz
1
Fiess, Norbert M.
1
Foley, Sean
1
Gao, Cheng
1
Hu, Yingyi
1
Hudson, Robert
1
Hwang, Eunju
1
Kanniainen, Juho
1
Katusiime, Lorna
1
Keasey, Kevin
1
Lento, Camillo
1
Li, Zhicheng
1
Lu, Jie
1
Luoma, Arto
1
MacDonald, Ronald
1
Mahani, Reza S.
1
Manzano Tovar, Carolina
1
Mizrach, Bruce Marshall
1
Pancs, Romans
1
Prigent, Jean-Luc
1
Rannou, Yves
1
Ruan, Xinfeng
1
Ryu, Doojin
1
Salvador, Enrique
1
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Economic modelling
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 empirical finance
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
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
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
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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ECONIS (ZBW)
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1
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
2
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
3
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
4
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
5
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
6
Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi
;
Prigent, Jean-Luc
- In:
Economic modelling
80
(
2019
),
pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
Saved in:
7
Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves
- In:
Economic modelling
81
(
2019
),
pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
Saved in:
8
Bitcoin returns and transaction activity
Koutmos, Dimitrios
- In:
Economics letters
167
(
2018
),
pp. 81-85
Persistent link: https://www.econbiz.de/10012015794
Saved in:
9
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:
10
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:
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