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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Market microstructure"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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Market microstructure
Securities trading
21
Wertpapierhandel
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Theorie
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Theory
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Börsenkurs
6
Share price
6
Liquidity
4
Liquidität
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Bid-ask spread
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Geld-Brief-Spanne
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limit order book
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1999-2001
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Easley, David
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Fruth, Antje
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Guilbaud, Fabien
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López de Prado, Marcos M.
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Løkka, Arne
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O'Hara, Maureen
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Pham, Huyên
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of financial markets
34
Journal of banking & finance
23
Pacific-Basin finance journal
23
Quantitative finance
23
Market microstructure and liquidity
22
Finance research letters
15
Journal of financial economics
15
Journal of international financial markets, institutions & money
15
The financial review : the official publication of the Eastern Finance Association
12
International review of financial analysis
11
Journal of economic dynamics & control
9
The European journal of finance
9
Applied mathematical finance
8
Economic modelling
8
Research in international business and finance
8
Review of quantitative finance and accounting
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of trading
5
Asia-Pacific journal of financial studies
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Applied economics
3
Applied economics letters
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Asia-Pacific financial markets
3
Emerging markets review
3
European financial management : the journal of the European Financial Management Association
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
International journal of managerial finance : IJMF
3
The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
3
Computational economics
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ECONIS (ZBW)
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Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
2
Optimal high-frequency trading in a pro rata microstructure with predictive information
Guilbaud, Fabien
;
Pham, Huyên
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 545-575
Persistent link: https://www.econbiz.de/10011350572
Saved in:
3
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
4
Optimal trade execution and price manipulation in order books with time-varying liquidity
Fruth, Antje
;
Schöneborn, Torsten
;
Urusov, Mikhail
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 651-695
Persistent link: https://www.econbiz.de/10011308175
Saved in:
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