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  • Search: subject:"Mikrostrukturanalyse"
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Year of publication
Subject
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Market microstructure 3,326 Marktmikrostruktur 3,324 Theorie 1,543 Theory 1,508 Wertpapierhandel 1,174 Securities trading 1,153 Börsenkurs 1,050 Share price 1,028 Volatilität 644 Volatility 629 Bid-ask spread 440 Geld-Brief-Spanne 440 Schätzung 418 Elektronisches Handelssystem 417 Electronic trading 415 Estimation 404 Börsenhandel 384 Stock exchange trading 383 Devisenmarkt 368 Liquidity 361 Foreign exchange market 354 Finanzmarkt 352 Aktienmarkt 349 Financial market 342 Liquidität 338 Stock market 337 USA 308 Asymmetrische Information 305 Asymmetric information 301 United States 296 Handelsvolumen der Börse 271 Trading volume 271 Marktliquidität 266 Market liquidity 260 Wechselkurs 253 Exchange rate 240 Anlageverhalten 238 Behavioural finance 232 Noise Trading 224 Noise trading 215
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Online availability
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Free 1,190 Undetermined 801 CC license 32
Type of publication
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Article 1,844 Book / Working Paper 1,540 Journal 2
Type of publication (narrower categories)
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Article in journal 1,716 Aufsatz in Zeitschrift 1,716 Graue Literatur 720 Non-commercial literature 720 Working Paper 707 Arbeitspapier 648 Hochschulschrift 172 Thesis 134 Aufsatz im Buch 123 Book section 123 Collection of articles written by one author 41 Sammlung 41 Collection of articles of several authors 32 Sammelwerk 32 Aufsatzsammlung 21 Systematic review 17 Übersichtsarbeit 17 Bibliografie enthalten 16 Bibliography included 16 Conference paper 11 Konferenzbeitrag 11 Rezension 9 Konferenzschrift 5 Conference proceedings 4 Forschungsbericht 4 Lehrbuch 4 Reprint 3 Textbook 3 Bibliografie 2 Handbook 2 Handbuch 2 Mikroform 2 Amtsdruckschrift 1 Article 1 Elektronischer Datenträger 1 Fallstudiensammlung 1 Festschrift 1 Glossar enthalten 1 Glossary included 1 Government document 1
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Language
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English 3,275 German 95 French 12 Italian 3 Polish 2 Spanish 2 Norwegian 1
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Author
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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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Institution
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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) 1 Federal Reserve Bank of New York 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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Source
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ECONIS (ZBW) 3,324 EconStor 60 ArchiDok 1 USB Cologne (EcoSocSci) 1
Showing 241 - 250 of 3,386
Cover Image
Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias; Maurer, Thomas; Pezzo, Luca; Taylor, … - In: Journal of financial economics 159 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015072587
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Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
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High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
Chen, Dachuan - In: Journal of econometrics 240 (2024) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10015075056
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Nonparametric estimation for high-frequency data incorporating trading information
Cui, Wenhao; Hu, Jie; Wang, Jiandong - In: Journal of econometrics 240 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015075085
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Efficient estimation of bid-ask spreads from open, high, low, and close prices
Ardia, David; Guidotti, Emanuele; Kroencke, Tim-Alexander - In: Journal of financial economics 161 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015075669
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Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market
Yuferova, Darya - In: Journal of financial markets 69 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014574362
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Short-term securities market surveillance measures and market performance : an empirical analysis
Chari, Latha; Inamdar, Mohd Merajuddin - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014575263
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Cross-asset tandem trading and extraordinary volatility
Garrison, Robert; Jain, Pankaj K.; Paddrik, Mark - In: The journal of futures markets 44 (2024) 9, pp. 1508-1542
Persistent link: https://www.econbiz.de/10015110684
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Price discovery share : an order invariant measure of price discovery
Shen, Shulin; Sultan, Syed Galib; Zivot, Eric - In: Finance research letters 67 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10015061427
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Financial market development and the microstructure of corporate bond markets in Africa : a survey
Oluoch, Wycliffe; Ojah, Kalu - In: African finance journal 26 (2024) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014637278
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