//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Market microstructure"
~subject:"Share price"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Hochfrequenzhandel"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
Share price
Volatility
Electronic trading
16
Elektronisches Handelssystem
16
Börsenkurs
7
Securities trading
6
Wertpapierhandel
6
Marktmikrostruktur
5
Bourse
4
Börse
4
USA
4
United States
4
Volatilität
4
Aktienmarkt
3
Großbritannien
3
Stock market
3
United Kingdom
3
Competition
2
Wettbewerb
2
high-frequency trading
2
1994
1
1995
1
2004 - 2013
1
Algorithmic traders
1
Anlageverhalten
1
Asymmetric information
1
Asymmetrische Information
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
Bid-ask spread
1
Cancellation rates
1
Capital income
1
Commodity derivative
1
Commodity price
1
Correlation
1
Derivatives market
1
Edgeworth cycles
1
Efficiency
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Baron, Matthew
1
Battalio, Robert H.
1
Benos, Evangelos
1
Brogaard, Jonathan
1
Brugler, James
1
Cai, Charlie X.
1
Christoffersen, Peter F.
1
Dyhrberg, Anne Haubo
1
Foley, Sean
1
Gomber, Peter
1
Hagströmer, Björn
1
Harris, Jeffrey H.
1
Hasbrouck, Joel
1
Hatch, Brian
1
Hjalmarsson, Erik
1
Hudson, Robert S.
1
Jennings, Robert H.
1
Keasey, Kevin
1
Kirilenko, Andrei
1
Lunde, Asger
1
Olesen, Kasper V.
1
Schweickert, Uwe
1
Svec, Jiri
1
Theissen, Erik
1
Zikes, Filip
1
more ...
less ...
Published in...
All
European financial management : the journal of the European Financial Management Association
Journal of financial and quantitative analysis : JFQA
Journal of financial markets
26
Research in international business and finance
16
The journal of futures markets
16
Finance research letters
15
Journal of banking & finance
15
Journal of financial economics
15
Journal of international financial markets, institutions & money
15
The journal of trading
13
Market microstructure and liquidity
12
Research paper series / Swiss Finance Institute
11
International review of financial analysis
10
Quantitative finance
10
Pacific-Basin finance journal
9
Swiss Finance Institute Research Paper
9
Applied mathematical finance
8
Journal of empirical finance
8
NBER working paper series
8
The financial review : the official publication of the Eastern Finance Association
8
SAFE working paper
7
Working papers
7
Discussion paper / Centre for Economic Policy Research
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
6
CFS working paper series
5
Computational economics
5
Economic modelling
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
Applied economics letters
4
Discussion paper / Tinbergen Institute
4
Financial innovation : FIN
4
Gabler Edition Wissenschaft
4
International journal of economics and financial issues : IJEFI
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
4
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1083-1115
Persistent link: https://www.econbiz.de/10012139386
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
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:
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->