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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Großbritannien"
~subject:"Market microstructure"
~subject:"Share price"
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Großbritannien
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Baron, Matthew
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European financial management : the journal of the European Financial Management Association
Journal of financial and quantitative analysis : JFQA
Journal of financial markets
24
Journal of banking & finance
16
Journal of financial economics
14
Journal of international financial markets, institutions & money
13
Market microstructure and liquidity
12
The journal of trading
12
Research in international business and finance
11
The journal of futures markets
11
Finance research letters
10
Research paper series / Swiss Finance Institute
10
Quantitative finance
9
Applied mathematical finance
8
Journal of empirical finance
8
Pacific-Basin finance journal
8
Swiss Finance Institute Research Paper
8
The financial review : the official publication of the Eastern Finance Association
8
Discussion paper / Centre for Economic Policy Research
7
International review of financial analysis
7
SAFE working paper
7
NBER working paper series
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
6
Working papers
6
Applied economics letters
5
CFS working paper series
5
Journal of economic behavior & organization : JEBO
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of quantitative finance and accounting
5
The European journal of finance
5
Working paper / Centre for Financial Research
5
Computational economics
4
Discussion paper / Tinbergen Institute
4
Gabler Edition Wissenschaft
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International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
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NBER Working Paper
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The Oxford handbook of computational economics and finance
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Working paper / National Bureau of Economic Research, Inc.
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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
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:
3
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:
4
Interactions among high-frequency traders
Benos, Evangelos
;
Brugler, James
;
Hjalmarsson, Erik
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1375-1402
Persistent link: https://www.econbiz.de/10011927918
Saved in:
5
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:
6
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:
7
Competition on the London Stock Exchange
Taylor, Nicholas
- In:
European financial management : the journal of the …
8
(
2002
)
4
,
pp. 399-419
Persistent link: https://www.econbiz.de/10001861032
Saved in:
8
SOES trading and market volatility
Battalio, Robert H.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
Saved in:
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