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Search: subject:"Mikrostrukturanalyse"
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Market microstructure
3,326
Marktmikrostruktur
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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
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European Commission / Directorate-General for Research
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Universitetet i Oslo / Økonomisk institutt
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Bonn Graduate School of Economics
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Centre for Analytical Finance <Århus>
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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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Georgetown University / Economics Department
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Svenska Handelshögskolan <Helsinki>
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Mannheim
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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
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Hydrogen sensitivity of different advanced high strength microstructures (HYDRAMICROS)
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Institut de Recherches de la Sidérurgie Française (IRSID), (France)
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1
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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
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ECONIS (ZBW)
3,324
EconStor
60
ArchiDok
1
USB Cologne (EcoSocSci)
1
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910
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901
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
Saved in:
902
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
903
Price improvement and execution risk in lit and dark markets
Brolley, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 863-886
Persistent link: https://www.econbiz.de/10012213246
Saved in:
904
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
905
Control-stoppinggGames for market microstructure and beyond
Gayduk, Roman
;
Nadtochiy, Sergey
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1289-1317
Persistent link: https://www.econbiz.de/10012320318
Saved in:
906
Optimal market making in the presence of latency
Gao, Xuefeng
;
Wang, Yunhan
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1495-1512
Persistent link: https://www.econbiz.de/10012295618
Saved in:
907
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
Saved in:
908
Information versus imitation in a real-time agent-based model of financial markets
Biondo, Alessio Emanuele
- In:
Journal of economic interaction and coordination
15
(
2020
)
3
,
pp. 613-631
Persistent link: https://www.econbiz.de/10012296905
Saved in:
909
Who influences the fundamental value of commodity futures in Japan?
Iwatsubo, Kentarō
;
Watkins, Clinton
- In:
International review of financial analysis
67
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012299118
Saved in:
910
Determinants of price reversal in high-frequency trading : empirical evidence from Indonesia
Santosa, Perdana Wahyu
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 175-187
Persistent link: https://www.econbiz.de/10012300573
Saved in:
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