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~isPartOf:"Market microstructure and liquidity"
~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
25
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25
Securities trading
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22
Börsenkurs
18
Theorie
14
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market microstructure
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Gould, Martin
2
Lasnier, Matthieu
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Lehalle, Charles-Albert
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Abergel, Frédéric
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Alfonsi, Aurélien
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Aquilina, Matteo
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Bacry, Emmanuel
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Bechler, Kyle
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Hautsch, Nikolaus
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Saliba, Pamela
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Tóth, Bence
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Market microstructure and liquidity
Quantitative finance
30
Pacific-Basin finance journal
22
Journal of financial markets
21
Journal of financial economics
18
Journal of econometrics
17
International review of financial analysis
16
Journal of banking & finance
16
Journal of empirical finance
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Finance research letters
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The financial review : the official publication of the Eastern Finance Association
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Journal of economic dynamics & control
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The review of financial studies
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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Applied mathematical finance
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Economic modelling
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International journal of theoretical and applied finance
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
6
The European journal of finance
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Emerging markets review
5
Applied economics
4
Asia-Pacific journal of financial studies
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European financial management : the journal of the European Financial Management Association
4
International journal of finance & economics : IJFE
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Journal of economic behavior & organization : JEBO
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Journal of economic theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Symposium on market microstructure
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The journal of futures markets
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Computational economics
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Journal of economic interaction and coordination : JEIC
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Journal of economics and finance
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ECONIS (ZBW)
18
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1
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
2
Price impact in a latent order book
Lemhadri, Ismael
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012820060
Saved in:
3
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
4
The cross-sectional spillovers of single stock circuit breakers
Brugler, James
;
Linton, Oliver
;
Noss, Joseph
;
Pedace, Lucas
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012227892
Saved in:
5
Multi-level order-flow imbalance in a limit order book
Xu, Ke
;
Gould, Martin
;
Howison, Sam
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012227906
Saved in:
6
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
7
Order flows and limit order book resiliency on the Meso-scale
Bechler, Kyle
;
Ludkovski, Mike
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988892
Saved in:
8
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
9
Microscopic understanding of cross-responses between stocks : a two-component price impact model
Wang, Shanshan
;
Guhr, Thomas
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011988895
Saved in:
10
Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico
;
Schervish, Mark J.
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
Saved in:
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