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Market microstructure
34
Marktmikrostruktur
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The review of financial studies
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ECONIS (ZBW)
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Big data in finance
Goldstein, Itay
;
Spatt, Chester S.
;
Ye, Mao
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3213-3225
Persistent link: https://www.econbiz.de/10012546376
Saved in:
2
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
3
Intraday market making with overnight inventory costs
Adrian, Tobias
;
Capponi, Agostino
;
Vogt, Erik
;
Zhang, …
-
2017
Persistent link: https://www.econbiz.de/10011735048
Saved in:
4
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
5
The impact of dark trading and visible fragmentation on market quality
Degryse, Hans
;
Jong, Frank de
;
Kervel, Vincent van
-
2011
Persistent link: https://www.econbiz.de/10009388327
Saved in:
6
Arbitrage in the foreign exchange market : turning on the microscope
Akram, Qaisar Farooq
;
Rime, Dagfinn
;
Sarno, Lucio
-
2008
Persistent link: https://www.econbiz.de/10003728667
Saved in:
7
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Saved in:
8
Informed and strategic order flow in the bond markets
Pasquariello, Paolo
;
Vega, Clara
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1975-2019
Persistent link: https://www.econbiz.de/10003621301
Saved in:
9
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
10
Why do larger orders receive discounts on the London Stock Exchange?
Bernhardt, Dan
;
Dvoracek, Vladimir
;
Hughson, Eric
; …
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1343-1368
Persistent link: https://www.econbiz.de/10003352826
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