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~subject:"Finanzmarkt"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Handbuch"
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Search: subject:"Mikrostrukturanalyse"
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Finanzmarkt
Market microstructure
1,520
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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2
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International Journal of Financial Markets and Derivatives : IJFMD
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International review of economics & finance : IREF
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Macroeconomics and finance in emerging market economies
2
Pacific-Basin finance journal
2
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2
Review of economics
2
The journal of trading
2
Annales d'économie et de statistique
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
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Australian journal of management
1
Banque de France bulletin / Quarterly selection of articles
1
China finance review international
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Cliometrica : journal of historical economics and econometric history
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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ECONIS (ZBW)
126
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1
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
3
The papers I can't write
Schultz, Paul H.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10014483128
Saved in:
4
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
5
Measuring the jump risk contribution under market microstructure noise : evidence from Chinese stock market
Yu, Chao
;
Zhao, Xujie
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 32-47
Persistent link: https://www.econbiz.de/10012587109
Saved in:
6
Fragmentation, price formation and cross-impact in bitcoin markets
Albers, Jakob
;
Cucuringu, Mihai
;
Howison, Sam
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 395-448
Persistent link: https://www.econbiz.de/10013411711
Saved in:
7
Long-term liquidity effects of large-scale asset purchase programs : evidence from the euro covered bond market
Weigerding, Michael
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 244-264
Persistent link: https://www.econbiz.de/10014472234
Saved in:
8
Tick size, trading strategies, and market quality
Werner, Ingrid M.
;
Rindi, Barbara
;
Buti, Sabrina
;
Wen, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
Saved in:
9
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
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10
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
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