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~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject:"Mikrostrukturanalyse"
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Market microstructure
38
Marktmikrostruktur
38
Theorie
14
Theory
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Devisenmarkt
12
Foreign exchange market
12
Securities trading
12
Volatility
12
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market microstructure
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order flow
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Ap Gwilym, Owain
2
Daníelsson, Jón
2
Nolte, Ingmar
2
Nolte, Sandra
2
Payne, Richard
2
Perlin, Marcelo Scherer
2
Reitz, Stefan
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Schmidt, Markus A.
2
Taylor, Mark P.
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1
Bannouh, Karim
1
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Cassola, Nuno
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1
Chen, Jing
1
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1
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1
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1
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Ferré Carracedo, Montserrat
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1
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1
Lazrak, Skander
1
Li, Shaoyu
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The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The journal of futures markets
16
Economics letters
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The journal of finance : the journal of the American Finance Association
13
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
38
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1
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
2
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
3
Multidimensional noise and non-fundamental information diversity
Russ, David
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413525
Saved in:
4
Hawkes model specification for limit order books
Kirchner, Matthias
;
Vetter, Silvan
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
Saved in:
5
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
6
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
7
The interrelationship between order flow, exchange rate, and the role of American economic news
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013186532
Saved in:
8
Does algorithmic trading harm liquidity? : evidence from Brazil
Ramos, Henrique Pinto
;
Perlin, Marcelo Scherer
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012664485
Saved in:
9
Adverse-selection considerations in the market-making of corporate bonds
Chalamandaris, George
;
Vlachogiannakis, Nikos E.
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1673-1702
Persistent link: https://www.econbiz.de/10012314645
Saved in:
10
Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein
;
Cai, Charlie X.
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
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