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Search: subject:"Mikrostrukturanalyse"
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Market microstructure
3,326
Marktmikrostruktur
3,324
Theorie
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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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418
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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
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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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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
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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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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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571
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580
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571
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
572
LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki
;
Iima, Hitoshi
;
Kitamura, Yoshihiro
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
Saved in:
573
The impact of upstairs trading on market quality : evidence from a highly segmented market
Białkowski, Je̜drzej
;
Hong, Sanghyun
;
Wagner, Moritz
- In:
New Zealand economic papers
56
(
2022
)
3
,
pp. 326-332
Persistent link: https://www.econbiz.de/10013459654
Saved in:
574
Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R.
;
Pani, Sudhanshu
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 81-102
Persistent link: https://www.econbiz.de/10013459970
Saved in:
575
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
576
Short sale bans may improve market quality during crises : new evidence from the 2020 Covid crash
Fohlin, Caroline
;
Lu, Zhikun
;
Zhou, Nan
-
2022
Persistent link: https://www.econbiz.de/10013461165
Saved in:
577
Daily investor sentiment, order flow imbalance and stock liquidity : evidence from the Chinese stock market
Yin, Haiyuan
;
Wu, Xingying
;
Kong, Sophie X.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4816-4836
Persistent link: https://www.econbiz.de/10013461380
Saved in:
578
OTC Microstructure in a period of stress : a Multi-layered network approach
Joseph, Andreas
;
Vasios, Michalis
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461904
Saved in:
579
Price limit and stock market quality : evidence from a quasi-natural experiment in the Chinese stock market
Zhang, Xiaotao
;
Wang, Ziqiao
;
Hao, Jing
;
He, Feng
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013389140
Saved in:
580
Order submission, information asymmetry, and tick size
Zhu, Hongyu
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
Saved in:
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