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  • Search: subject:"Microstructure"
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Year of publication
Subject
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Market microstructure 1,204 Marktmikrostruktur 1,139 Theorie 584 Theory 550 Wertpapierhandel 418 market microstructure 414 Securities trading 403 Börsenkurs 362 Share price 340 Volatilität 235 Volatility 226 Schätzung 172 Estimation 155 Elektronisches Handelssystem 151 Electronic trading 150 Liquidity 148 Devisenmarkt 143 Wettbewerb 135 Bid-ask spread 129 Foreign exchange market 128 microstructure 125 Geld-Brief-Spanne 124 Finanzmarkt 121 Market Microstructure 120 Financial market 117 Liquidität 115 Wechselkurs 113 Marktliquidität 106 Börsenhandel 105 Aktienmarkt 104 Stock exchange trading 104 Exchange rate 103 Market liquidity 102 Stock market 95 Noise Trading 92 Zeitreihenanalyse 89 USA 88 Noise trading 84 Asymmetric information 83 Handelsvolumen der Börse 83
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Online availability
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Free 2,027 CC license 33
Type of publication
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Book / Working Paper 1,781 Article 240 Other 6
Type of publication (narrower categories)
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Working Paper 670 Graue Literatur 493 Non-commercial literature 493 Arbeitspapier 477 Article in journal 134 Aufsatz in Zeitschrift 134 Hochschulschrift 37 Article 26 Thesis 23 Aufsatzsammlung 4 Collection of articles written by one author 4 Sammlung 4 Systematic review 4 Übersichtsarbeit 4 Collection of articles of several authors 3 Forschungsbericht 3 Sammelwerk 3 Conference paper 1 Conference proceedings 1 Fallstudiensammlung 1 Konferenzbeitrag 1 Konferenzschrift 1 Research Report 1
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Language
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English 1,647 Undetermined 305 German 57 Spanish 11 Portuguese 3 Hungarian 2 French 1 Polish 1
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Author
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Rime, Dagfinn 70 Hautsch, Nikolaus 43 Podolskij, Mark 29 Kyle, Albert S. 27 Menkhoff, Lukas 26 Theissen, Erik 26 Evans, Martin D. D. 23 Reitz, Stefan 22 Taylor, Mark P. 21 Obižaeva, Anna 20 Bibinger, Markus 18 Menkveld, Albert J. 17 Mykland, Per A. 16 Christensen, Kim 14 Fleming, Michael J. 14 Næs, Randi 14 Cont, Rama 13 Grammig, Joachim 13 Osler, Carol 13 Watanabe, Toshiaki 13 Bjønnes, Geir H. 12 Diebold, Francis X. 12 Horst, Ulrich 12 Linton, Oliver 12 Loretan, Mico 12 Mizrach, Bruce 12 Nolte, Ingmar 12 Vetter, Mathias 12 Aït-Sahalia, Yacine 11 Cheung, Yin-Wong 11 Melvin, Michael 11 Moinas, Sophie 11 Mukherjee, Arijit 11 Oehler, Andreas 11 Ranaldo, Angelo 11 Schmeling, Maik 11 Skjeltorp, Johannes A. 11 Bjønnes, Geir Høidal 10 Li, Z. Merrick 10 Lyons, Richard K. 10
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 31 University <Nottingham> / Department of Economics 25 National Bureau of Economic Research 24 HAL 22 School of Economics and Management, University of Aarhus 21 Norges Bank 19 London School of Economics and Political Science 18 Center for Financial Studies 13 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 11 European Central Bank 10 Institute of Economic Research, Hitotsubashi University 10 Econometric Society 9 Georgetown University, Department of Economics 9 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 8 Economics Group, Nuffield College, University of Oxford 7 Tinbergen Instituut 7 Universität <Kassel> / Fachgebiet Wirtschaftsinformatik 7 CESifo 6 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 6 Department of Economics, Oxford University 6 Deutsche Bundesbank 6 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 6 Instituto Valenciano de Investigaciones Económicas (IVIE) 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Bank for International Settlements (BIS) 5 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 5 European Commission / Directorate-General for Research 5 Faculteit Economie en Bedrijfskunde, Universiteit Gent 5 Schweizerische Nationalbank (SNB) 5 Tinbergen Institute 5 UNIVERSIDAD EAFIT 5 University of Bonn, Germany 5 University of Toronto, Department of Economics 5 Department of Economics, Adam Smith Business School 4 East Asian Bureau of Economic Research (EABER) 4 Europäische Kommission / Research Fund for Coal and Steel 4 Forschungsinstitut zur Zukunft der Arbeit <Bonn> 4 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Institut für Öffentliche Finanzen und Public Management <Leipzig> 4 Magyar Nemzeti Bank (MNB) 4
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Published in...
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Working Paper 37 MPRA Paper 29 NBER working paper series 24 The University of Nottingham / School of Economics - discussion papers 22 CREATES Research Papers 21 London School of Economics and Political Science - Publications 21 Working Paper / Norges Bank 19 CFS working paper series 18 NBER Working Paper 17 CFS Working Paper Series 16 ECB Working Paper 14 Research paper series / Swiss Finance Institute 14 Working Papers / HAL 14 Working paper / National Bureau of Economic Research, Inc. 14 Discussion paper / Tinbergen Institute 13 Journal of risk and financial management : JRFM 13 Working paper / Centre for Financial Research 13 CFS Working Paper 12 Discussion Paper 12 SFB 649 Discussion Paper 12 Staff reports / Federal Reserve Bank of New York 12 Tinbergen Institute Discussion Papers 12 SFB 649 Discussion Papers 11 SFB 649 discussion paper 11 Global COE Hi-Stat Discussion Paper Series 10 Quantitative finance 10 SAFE working paper 10 Working Paper Series / European Central Bank 10 Working paper 10 Working paper / Norges Bank 10 CESifo Working Paper 9 CESifo working papers 9 NES working paper series : working paper 9 Working Papers / Georgetown University, Department of Economics 9 Working papers / Economics Department, Georgetown University 9 Bonn Econ Discussion Papers 8 CEFIR and NES working papers 8 Diskussionsbeitrag 8 Hannover Economic Papers (HEP) 8 Post-Print / HAL 8
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Source
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ECONIS (ZBW) 1,149 RePEc 509 EconStor 220 USB Cologne (business full texts) 130 BASE 19
Showing 1 - 10 of 2,027
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Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo; Izzeldin, Marwan; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191535
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Is liquidity provision informative? : evidence from agricultural futures markets
Ma, Richie R.; Serra, Teresa - In: American journal of agricultural economics 107 (2025) 1, pp. 125-151
Persistent link: https://www.econbiz.de/10015166730
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The price of processing : information frictions and market efficiency in DeFi
Azar, Pablo; Olivas, Sergio; Sinha, Nish D. - 2025
This paper investigates the speed of price discovery when information becomes publicly available but requires costly processing to become common knowledge. We exploit the unique institutional setting of hacks on decentralized finance (DeFi) protocols. Public blockchain data provides the precise...
Persistent link: https://www.econbiz.de/10015396109
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Is Kyle's equilibrium model stable?
Çetin, Umut; Larsen, Kasper - In: Mathematics and financial economics 18 (2024) 4, pp. 623-639
Persistent link: https://www.econbiz.de/10015189216
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Transaction costs and capacity of systematic corporate bond strategies
Ivashchenko, Alexey; Kosowski, Robert L. - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 53-80
Persistent link: https://www.econbiz.de/10015195221
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Understanding temporal dynamics of jumps in cryptocurrency markets : evidence from tick-by-tick data
Saef, Danial; Nagy, Odett; Sizov, Sergej; Härdle, Wolfgang - In: Digital finance : smart data analytics, investment … 6 (2024) 4, pp. 605-638
Persistent link: https://www.econbiz.de/10015177138
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Who is minding the store? : order routing and competition in retail trade execution
Huang, Xing; Jorion, Philippe; Lee, Jeongmin; Schwarz, … - 2024
Persistent link: https://www.econbiz.de/10015135983
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil; Boudt, Kris; Laurent, Sébastien; … - 2024
Persistent link: https://www.econbiz.de/10014521306
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Blockchain currency markets
Ranaldo, Angelo; Viswanath-Natraj, Ganesh; Wang, Junxuan - 2024 - This version: April 18, 2024
Persistent link: https://www.econbiz.de/10014525439
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Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun; Nordén, Lars L.; Xu, Caihong - In: The journal of futures markets 44 (2024) 6, pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
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