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~isPartOf:"The review of financial studies"
~subject:"Marktmikrostruktur"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Marktmikrostruktur
Volatilität
Market microstructure
21
Theorie
12
Theory
12
Börsenkurs
10
Share price
10
USA
10
United States
10
Bourse
4
Börse
4
Liquidity
4
Liquidität
4
Bid-ask spread
3
Electronic trading
3
Elektronisches Handelssystem
3
Geld-Brief-Spanne
3
Securities trading
3
Wertpapierhandel
3
1990
2
Competition
2
Estimation
2
Handelsvolumen der Börse
2
Schätzung
2
Trading volume
2
Transaction costs
2
Transaktionskosten
2
Volatility
2
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17.06.1990
1
1962-1993
1
1973-1988
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1984-2008
1
1988
1
1991
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Article in journal
Aufsatz in Zeitschrift
21
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English
21
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Bernhardt, Dan
2
Easley, David
2
Huang, Roger D.
2
Hughson, Eric
2
O'Hara, Maureen
2
Seppi, Duane J.
2
Stoll, Hans R.
2
Aït-Sahalia, Yacine
1
Bakshi, Gurdip S.
1
Bossaerts, Peter L.
1
Cao, Charles Q.
1
Chen, Zhiwu
1
Cooper, Michael
1
Dvoracek, Vladimir
1
Foucault, Thierry
1
Goldstein, Itay
1
Han, Yufeng
1
Hendershott, Terrence
1
Hillion, Pierre Henri
1
Jarrow, Robert A.
1
Jones, Charles M.
1
Kiefer, Nicholas Maximilian
1
Lesmond, David
1
López de Prado, Marcos M.
1
Madhavan, Ananth Narayan
1
Moinas, Sophie
1
Mykland, Per A.
1
Parlour, Christine A.
1
Pasquariello, Paolo
1
Protter, Philip E.
1
Richardson, Matthew
1
Roomans, Mark
1
Schnitzlein, Charles R.
1
Spatt, Chester S.
1
Theissen, Erik
1
Vega, Clara
1
Warachka, M.
1
Werner, Ingrid M.
1
Ye, Mao
1
Zhang, Lan
1
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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
1
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The review of financial studies
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
38
Finance research letters
35
Journal of empirical finance
35
International review of financial analysis
34
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
The financial review : the official publication of the Eastern Finance Association
20
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Economics letters
15
Research in international business and finance
15
The journal of futures markets
15
Review of quantitative finance and accounting
14
Economic modelling
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 North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
11
Journal of economic behavior & organization : JEBO
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of finance : the journal of the American Finance Association
11
The journal of trading
11
Applied mathematical finance
10
Journal of risk and financial management : JRFM
10
Asia-Pacific journal of financial studies
9
Global finance journal
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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ECONIS (ZBW)
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1
Big data in finance
Goldstein, Itay
;
Spatt, Chester S.
;
Ye, Mao
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3213-3225
Persistent link: https://www.econbiz.de/10012546376
Saved in:
2
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
3
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
4
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Saved in:
5
Informed and strategic order flow in the bond markets
Pasquariello, Paolo
;
Vega, Clara
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1975-2019
Persistent link: https://www.econbiz.de/10003621301
Saved in:
6
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
7
Why do larger orders receive discounts on the London Stock Exchange?
Bernhardt, Dan
;
Dvoracek, Vladimir
;
Hughson, Eric
; …
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1343-1368
Persistent link: https://www.econbiz.de/10003352826
Saved in:
8
Island goes dark : transparency, fragmentation, and regulation
Hendershott, Terrence
;
Jones, Charles M.
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 743-794
Persistent link: https://www.econbiz.de/10003133450
Saved in:
9
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
Saved in:
10
Liquidity-based competition for order flow
Parlour, Christine A.
;
Seppi, Duane J.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 301-343
Persistent link: https://www.econbiz.de/10001764232
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