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~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Microstructure of markets"
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Share price
Market microstructure
21
Marktmikrostruktur
21
Theorie
18
Theory
18
Börsenkurs
10
Securities trading
9
Wertpapierhandel
9
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3
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Learning process
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Electronic trading
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Limit order market
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Liquidity
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Price discovery
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Schätzung
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Stochastic process
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10
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He, Xue-zhong
2
Wei, Lijian
2
Anderson, Heather Margot
1
Arifovic, Jasmina
1
Cebiroglu, Gökhan
1
Chiarella, Carl
1
Farmer, J. Doyne
1
Frijns, Bart
1
Horst, Ulrich
1
Huu Nhan Duong
1
Lajbcygier, Paul
1
Lee, Kyungsub
1
Lillo, Fabrizio
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Manh Cuong Pham
1
Palit, Imon
1
Seo, Byoung Ki
1
Takayama, Shino
1
Tóth, Bence
1
Wang, Jian-xin
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Wenzelburger, Jan
1
Yang, Minxian
1
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Journal of economic dynamics & control
Quantitative finance
29
Pacific-Basin finance journal
22
Journal of financial markets
21
Journal of financial economics
18
Market microstructure and liquidity
18
Journal of econometrics
17
International review of financial analysis
16
Journal of banking & finance
16
Journal of empirical finance
14
The financial review : the official publication of the Eastern Finance Association
11
Finance research letters
10
The review of financial studies
10
Journal of international financial markets, institutions & money
9
Review of quantitative finance and accounting
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
Applied mathematical finance
7
International journal of theoretical and applied finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International review of economics & finance : IREF
6
The European journal of finance
6
Emerging markets review
5
Applied economics
4
Asia-Pacific journal of financial studies
4
European financial management : the journal of the European Financial Management Association
4
International journal of finance & economics : IJFE
4
Journal of economic behavior & organization : JEBO
4
Journal of economic theory
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Symposium on market microstructure
4
The journal of futures markets
4
Computational economics
3
Journal of economic interaction and coordination : JEIC
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Journal of economics and finance
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
2
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
3
The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
Saved in:
4
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
5
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
6
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
7
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Saved in:
8
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
9
Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan
;
Horst, Ulrich
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011574644
Saved in:
10
Learning to predict rationally when beliefs are heterogeneous
Wenzelburger, Jan
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 2075-2104
Persistent link: https://www.econbiz.de/10002100159
Saved in:
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