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Search: subject:"Marktmikrostruktur"
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Market microstructure
78
Marktmikrostruktur
78
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Watanabe, Toshiaki
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Global COE Hi-Stat discussion paper series
Journal of banking & finance
Journal of financial markets
88
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
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Finance research letters
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International review of financial analysis
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35
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The European journal of finance
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International journal of finance & economics : IJFE
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NBER working paper series
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The financial review : the official publication of the Eastern Finance Association
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CFS working paper series
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Research paper series / Swiss Finance Institute
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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Research in international business and finance
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The journal of futures markets
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Economic modelling
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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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SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
78
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1
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
OTC Microstructure in a period of stress : a Multi-layered network approach
Joseph, Andreas
;
Vasios, Michalis
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461904
Saved in:
4
The shift from active to passive and its effect on intraday stock dynamics
De Rossi, Giuliano
;
Steliaros, Michael
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013531060
Saved in:
5
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
6
Strategic trade when securitized portfolio values are unknown
Piccotti, Louis R.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012489199
Saved in:
7
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
8
Forex trading and the WMR Fix
Evans, Martin D. D.
- In:
Journal of banking & finance
87
(
2018
),
pp. 233-247
Persistent link: https://www.econbiz.de/10011962530
Saved in:
9
Distilling liquidity costs from limit order books
Amaya, Diego
;
Filbien, Jean-Yves
;
Okou, Cédric
;
Roch, …
- In:
Journal of banking & finance
94
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10011965700
Saved in:
10
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling
Koike, Yuta
-
2013
Persistent link: https://www.econbiz.de/10009689976
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