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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper"
~subject:"Efficiency"
~subject:"Market microstructure"
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Search: subject_exact:"Hochfrequenzhandel"
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23
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European financial management : the journal of the European Financial Management Association
Journal of financial and quantitative analysis : JFQA
Working paper
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10
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8
Market microstructure and liquidity
8
Research in international business and finance
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ECONIS (ZBW)
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1
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:
2
High-frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012161455
Saved in:
3
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:
4
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:
5
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
-
2017
Persistent link: https://www.econbiz.de/10011691484
Saved in:
6
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:
7
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:
8
The transition to electronic communications networks in the secondary treasury market
Mizrach, Bruce Marshall
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739653
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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