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Search: subject:"Mikrostrukturanalyse"
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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
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1,028
Volatilität
644
Volatility
629
Bid-ask spread
440
Geld-Brief-Spanne
440
Schätzung
418
Elektronisches Handelssystem
417
Electronic trading
415
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404
Börsenhandel
384
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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
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224
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215
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1,190
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801
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32
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2
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95
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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)
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
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351
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360
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351
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
352
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
353
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
354
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
355
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
356
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
357
Dealership versus continuous auction : evidence from the JASDAQ market
Iwatsubo, Kentarō
;
Rhee, S. Ghon
;
Zhang, Ye Zhou
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463665
Saved in:
358
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
359
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
Saved in:
360
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
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