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~isPartOf:"Economic modelling"
~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Efficiency"
~subject:"Market microstructure"
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Economic modelling
European financial management : the journal of the European Financial Management Association
Journal of financial and quantitative analysis : JFQA
Journal of international financial markets, institutions & money
10
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8
Market microstructure and liquidity
8
Research in international business and finance
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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The European journal of finance
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The journal of trading
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The review of financial studies
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Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
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The Oxford handbook of computational economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
2
When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo
;
Foley, Sean
;
Svec, Jiri
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
Saved in:
3
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:
4
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:
5
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
6
High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
Saved in:
7
Informed trading and market structure
Cai, Charlie X.
;
Harris, Jeffrey H.
;
Hudson, Robert S.
; …
- In:
European financial management : the journal of the …
21
(
2015
)
1
,
pp. 148-177
Persistent link: https://www.econbiz.de/10010516692
Saved in:
8
Liquidity dynamics in an electronic open limit order book : an event study approach
Gomber, Peter
;
Schweickert, Uwe
;
Theissen, Erik
- In:
European financial management : the journal of the …
21
(
2015
)
1
,
pp. 52-78
Persistent link: https://www.econbiz.de/10010516705
Saved in:
9
Stock exchange reforms and market efficiency : the Italian experience
Majnoni, Giovanni
;
Massa, Massimo
- In:
European financial management : the journal of the …
7
(
2001
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001558318
Saved in:
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