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~isPartOf:"International review of economics & finance : IREF"
~subject:"Bid-ask spread"
~subject:"Volatilität"
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Bid-ask spread
Volatilität
Market microstructure
33
Marktmikrostruktur
33
Securities trading
16
Wertpapierhandel
16
Börsenkurs
13
Share price
13
Theorie
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Limit order book
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Alemany, Nuria
1
Aragó, Vicent
1
Arumugam, Devika
1
Bayona, Anna
1
Bissoondoyal-Bheenick, Emawtee
1
Brooks, Robert
1
Chen, Xinyun
1
Chu, Gang
1
Chung, Huimin
1
Do, Hung Xuan
1
Dumitrescu, Ariadna
1
El Ouadghiri, Imane
1
Fiess, Norbert M.
1
Gao, Cheng
1
Gradojevic, Nikola
1
Kunitomo, Naoto
1
Kutan, Ali Mustafa
1
Lento, Camillo
1
Lepone, Andrew
1
Li, Zhicheng
1
Long, Xingchen
1
Long, Yunshen
1
Lu, Jie
1
MacDonald, Ronald
1
Manzano Tovar, Carolina
1
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Mizrach, Bruce Marshall
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Yan, Jingzhou
1
Yang, Heejin
1
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1
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Economic modelling
International review of economics & finance : IREF
Journal of econometrics
41
Journal of financial markets
27
Journal of banking & finance
20
Journal of financial economics
19
Finance research letters
17
International review of financial analysis
17
Journal of international financial markets, institutions & money
17
Journal of empirical finance
16
Pacific-Basin finance journal
15
Quantitative finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Market microstructure and liquidity
12
Research in international business and finance
10
The European journal of finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
NES working paper series : working paper
8
The North American journal of economics and finance : a journal of financial economics studies
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
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
The journal of futures markets
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
Journal of financial econometrics
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ECONIS (ZBW)
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1
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
9
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:
10
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
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