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Search: subject:"Mikrostrukturanalyse"
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Hautsch, Nikolaus
43
Rime, Dagfinn
43
Theissen, Erik
42
Kyle, Albert S.
34
O'Hara, Maureen
29
Evans, Martin D. D.
26
Obižaeva, Anna
26
Taylor, Mark P.
25
Mykland, Per A.
24
Reitz, Stefan
24
Menkveld, Albert J.
23
Menkhoff, Lukas
22
Grammig, Joachim
21
Frino, Alex
19
Lyons, Richard K.
19
Nolte, Ingmar
18
Aït-Sahalia, Yacine
17
Horst, Ulrich
17
Biais, Bruno
16
Easley, David
16
Fleming, Michael J.
16
Lux, Thomas
16
Podolskij, Mark
16
Westerhoff, Frank H.
16
Jong, Frank de
15
Osler, Carol
15
Rindi, Barbara
15
Schwartz, Robert A.
15
Li, Yingying
14
Mizrach, Bruce Marshall
14
Ryu, Doojin
14
Zhang, Lan
14
Bollerslev, Tim
13
Cont, Rama
13
Gradojevic, Nikola
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Li, Z. Merrick
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Linton, Oliver
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Loretan, Mico
13
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13
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De Gruyter Oldenbourg
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Eberhard Karls Universität Tübingen
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European Communities.
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Books on Demand GmbH <Norderstedt>
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Centre de Recherches Métallurgiques (Centre national de recherches métallurgiques (Belgique)), (Belgium)
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
New York Stock Exchange
1
Nuffield College
1
Oxford Financial Research Centre
1
Princeton University / International Economics Section
1
Rodney L. White Center for Financial Research
1
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Journal of financial markets
93
Journal of banking & finance
71
Journal of financial economics
64
Journal of econometrics
55
Quantitative finance
46
Journal of empirical finance
45
Finance research letters
44
Pacific-Basin finance journal
42
Journal of international financial markets, institutions & money
36
International review of financial analysis
33
The European journal of finance
30
Journal of international money and finance
27
Market microstructure and liquidity
27
NBER working paper series
24
The financial review : the official publication of the Eastern Finance Association
23
Journal of economic dynamics & control
22
International journal of finance & economics : IJFE
21
The journal of futures markets
21
The review of financial studies
21
International review of economics & finance : IREF
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
CFS working paper series
19
Journal of financial and quantitative analysis : JFQA
19
Review of quantitative finance and accounting
19
Working paper / National Bureau of Economic Research, Inc.
19
Economic modelling
18
International journal of theoretical and applied finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
NBER Working Paper
17
Research paper series / Swiss Finance Institute
17
Research in international business and finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Applied mathematical finance
15
Economics letters
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Discussion paper / Tinbergen Institute
14
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1261
Dark pools, fragmented markets, and the quality of price discovery : commentary
Schwartz, Robert A.
- In:
The journal of trading
13
(
2018
)
4
,
pp. 71-73
Persistent link: https://www.econbiz.de/10012016629
Saved in:
1262
Dark pools, fragmented markets, and the quality of price discovery
Schwartz, Robert A.
- In:
The journal of trading
13
(
2018
)
4
,
pp. 74-79
Persistent link: https://www.econbiz.de/10012016635
Saved in:
1263
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
13
(
2018
)
4
,
pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
Saved in:
1264
What is the point of (the hundreds of thousands of billions of) stock transactions?
Capelle-Blancard, Gunther
- In:
Comparative economic studies
60
(
2018
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10012171373
Saved in:
1265
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
1266
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
1267
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
1268
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
Saved in:
1269
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga
;
Adachi, Takanori
;
Nakatsuma, Teruo
; …
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
Saved in:
1270
Do foreign institutional traders have private information for the market index? : the aspect of market microstructure
Weng, Pei-Shih
;
Tsai, Wei-Che
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 308-323
Persistent link: https://www.econbiz.de/10012033488
Saved in:
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