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Search: subject_exact:"Microstructure of markets"
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Market microstructure
1,546
Marktmikrostruktur
1,546
Theorie
526
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517
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517
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488
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O'Hara, Maureen
22
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10
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10
Mykland, Per A.
10
Ryu, Doojin
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Hung, Pi-Hsia
9
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Li, Yingying
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Nolte, Ingmar
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Rime, Dagfinn
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Van Ness, Robert A.
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Ap Gwilym, Owain
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Aït-Sahalia, Yacine
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Hautsch, Nikolaus
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Lien, Da-hsiang Donald
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Liu, Zhi
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Lyons, Richard K.
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Marsh, Ian
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Pagano, Michael S.
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Reitz, Stefan
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Schwartz, Robert A.
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Stoll, Hans R.
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Subrahmanyam, Avanidhar
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Yamamoto, Ryuichi
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Zhang, Lan
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Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
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Centre for Economic Policy Research
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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
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Journal of financial markets
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72
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59
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39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
35
Journal of empirical finance
35
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 review of financial studies
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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
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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The journal of futures markets
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Economics letters
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Economic modelling
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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
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
12
Applied economics
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Journal of economic behavior & organization : JEBO
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of trading
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Applied mathematical finance
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Journal of risk and financial management : JRFM
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Asia-Pacific journal of financial studies
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Global finance journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
1,546
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41
Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.
;
Barratt, Joshua G.
- In:
Review of financial economics : RFE
42
(
2024
)
2
,
pp. 148-185
Persistent link: https://www.econbiz.de/10014535095
Saved in:
42
Informed trading intensity
Bogousslavsky, Vincent
;
Fos, Vyacheslav
;
Muravyev, Dmitriy
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 903-948
Persistent link: https://www.econbiz.de/10014535294
Saved in:
43
Dynamics of market making algorithms in dealer markets : learning and tacit collusion
Cont, Rama
;
Xiong, Wei
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 467-521
Persistent link: https://www.econbiz.de/10014514776
Saved in:
44
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:
45
Determinants of commodity market liquidity
Jain, Pankaj K.
;
Kayhan, Ayla
;
Onur, Esen
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 9-30
Persistent link: https://www.econbiz.de/10014483130
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46
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
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47
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
48
Proprietary algorithmic traders and liquidity supply during the pandemic
Banerjee, Anirban
;
Nawn, Samarpan
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491011
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49
Understanding the impacts of dark pools on price discovery
Ye, Linlin
- In:
Journal of financial markets
68
(
2024
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014491076
Saved in:
50
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
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