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~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"Bid-ask spread"
~subject:"Volatilität"
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Search: subject:"Mikrostrukturanalyse"
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Bid-ask spread
Volatilität
Market microstructure
26
Marktmikrostruktur
26
Securities trading
15
Wertpapierhandel
15
Börsenkurs
14
Share price
14
Theorie
10
Theory
10
Volatility
10
Devisenmarkt
7
Foreign exchange market
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Schätzung
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Asymmetrische Information
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China
5
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5
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Noise trading
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Anlageverhalten
4
Behavioural finance
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Capital income
4
Kapitaleinkommen
4
Limit order book
4
microstructure
4
Electronic trading
3
Elektronisches Handelssystem
3
Speculation
3
Spekulation
3
Taiwan
3
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17
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Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
Aragó, Vicent
1
Arumugam, Devika
1
Bayona, Anna
1
Bien´-Barkowska, Katarzyna
1
Chang, Chiao-yi
1
Chang, Heng-Yu
1
Chang, Matthew C.
1
Chen, Ho-chyuan
1
Chen, Xinyun
1
Chu, Gang
1
Chung, Huimin
1
Dumitrescu, Ariadna
1
El Ouadghiri, Imane
1
Fiess, Norbert M.
1
Frömmel, Michael
1
Gao, Cheng
1
Gradojevic, Nikola
1
Han, Xing
1
Hu, Wu-Yueh
1
Huang, Chih-Jen
1
Lento, Camillo
1
Li, Zhicheng
1
Lin, Wei-Ju
1
Lu, Jie
1
MacDonald, Ronald
1
Manzano Tovar, Carolina
1
Mizrach, Bruce Marshall
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Rannou, Yves
1
Salvador, Enrique
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Shie, Fu-shuen
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Uctum, Remzi
1
Van Gysegem, Frederick
1
Wu, Juping
1
Wu, Rebecca Chung-fern
1
Xing, Haipeng
1
Zhang, Xiaotao
1
Zhang, Yongjie
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Economic modelling
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of econometrics
41
Journal of financial markets
27
Journal of banking & finance
20
Journal of financial economics
19
International review of financial analysis
17
Journal of international financial markets, institutions & money
17
Journal of empirical finance
16
Finance research letters
15
Pacific-Basin finance journal
15
Quantitative finance
15
Market microstructure and liquidity
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The European journal of finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Research in international business and finance
9
NES working paper series : working paper
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of finance & economics : IJFE
7
Journal of international money and finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
SFB 649 discussion paper
7
Working paper
7
CEFIR and NES working papers
6
International journal of theoretical and applied finance
6
Journal of financial and quantitative analysis : JFQA
6
NBER working paper series
6
Review of quantitative finance and accounting
6
The financial review : the official publication of the Eastern Finance Association
6
Working paper / National Bureau of Economic Research, Inc.
6
CFS working paper series
5
Cambridge working papers in economics
5
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economics letters
5
Finance and stochastics
5
International review of economics & finance : IREF
5
Journal of financial econometrics
5
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
17
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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
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:
7
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
8
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
9
The effect of investor sentiment on feedback trading and trading frequency : evidence from Taiwan intraday data
Hu, Wu-Yueh
;
Huang, Chih-Jen
;
Chang, Heng-Yu
;
Lin, Wei-Ju
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 111-120
Persistent link: https://www.econbiz.de/10011603397
Saved in:
10
Further evidence on foreign exchange jumps and news announcements
Frömmel, Michael
;
Han, Xing
;
Van Gysegem, Frederick
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10011404582
Saved in:
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