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Search: subject:"Mikrostrukturanalyse"
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Market microstructure
3,326
Marktmikrostruktur
3,324
Theorie
1,543
Theory
1,508
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1,174
Securities trading
1,153
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1,050
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644
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629
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440
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440
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418
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417
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308
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296
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266
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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
13
Li, Z. Merrick
13
Linton, Oliver
13
Loretan, Mico
13
Melvin, Michael
13
Ranaldo, Angelo
13
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National Bureau of Economic Research
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European Commission / Directorate-General for Research
5
Europäische Kommission / Research Fund for Coal and Steel
4
Center for Economic Research <Tilburg>
3
Universitetet i Oslo / Økonomisk institutt
3
Bonn Graduate School of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
De Gruyter Oldenbourg
2
Eberhard Karls Universität Tübingen
2
European Communities.
2
Georgetown University / Economics Department
2
Svenska Handelshögskolan <Helsinki>
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Mannheim
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Books on Demand GmbH <Norderstedt>
1
Centre de Recherches Métallurgiques (Centre national de recherches métallurgiques (Belgique)), (Belgium)
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Europa-Universität Viadrina Frankfurt (Oder)
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1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Division of Research and Statistics
1
Handelshøyskolen BI
1
Humboldt-Universität zu Berlin
1
Hydrogen sensitivity of different advanced high strength microstructures (HYDRAMICROS)
1
Institut de Recherches de la Sidérurgie Française (IRSID), (France)
1
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
1
Judge Institute of Management Studies
1
Loughborough University / Department of Economics
1
Nationalekonomiska Institutionen <Göteborg>
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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Published in...
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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
Working paper
14
Discussion paper / Centre for Economic Policy Research
13
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ECONIS (ZBW)
3,324
EconStor
60
ArchiDok
1
USB Cologne (EcoSocSci)
1
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221
The performance of selected high-frequency trading proxies : an application on Turkish index futures market
Olgun, Onur
;
Ekinci, Cumhur
;
Arıkan, Ramazan
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014552886
Saved in:
222
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
223
Forced consolidation
Pomeranets, Anna
;
Weaver, Daniel G.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
Saved in:
224
Missing markets : microstructure and liquidity on the 19th century london stock exchange
Esteves, Rui Pedro
;
Mesevage, Gabriel Geisler
-
2024
Persistent link: https://www.econbiz.de/10014526314
Saved in:
225
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:
226
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
227
Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias
;
Maurer, Thomas
;
Pezzo, Luca
;
Taylor, …
-
2024
Persistent link: https://www.econbiz.de/10014530271
Saved in:
228
Good (bad) news and the probability of informed trading : evidence from illegal insider trading
Su, Shunyu
;
Sha, Yezhou
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
5
,
pp. 1077-1086
Persistent link: https://www.econbiz.de/10014513912
Saved in:
229
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:
230
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:
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