//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
36
Marktmikrostruktur
36
USA
16
United States
16
Börsenkurs
14
Share price
14
Theorie
13
Theory
13
Bid-ask spread
6
Geld-Brief-Spanne
6
Index futures
5
Index-Futures
5
Securities trading
5
Wertpapierhandel
5
Bourse
4
Börse
4
Electronic trading
4
Elektronisches Handelssystem
4
Estimation
4
Liquidity
4
Liquidität
4
Schätzung
4
Volatility
4
Volatilität
4
1990
3
Asymmetric information
3
Asymmetrische Information
3
Commodity derivative
3
Großbritannien
3
Rohstoffderivat
3
Transaction costs
3
Transaktionskosten
3
United Kingdom
3
Welt
3
World
3
1992
2
Aktienindex
2
Ankündigungseffekt
2
Announcement effect
2
Competition
2
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
36
Author
All
Bernhardt, Dan
2
Easley, David
2
Fonseca, José da
2
Frino, Alex
2
Huang, Roger D.
2
Hughson, Eric
2
O'Hara, Maureen
2
Seppi, Duane J.
2
Stoll, Hans R.
2
Zaatour, Riadh
2
Aït-Sahalia, Yacine
1
Bakshi, Gurdip S.
1
Bossaerts, Peter L.
1
Cao, Charles Q.
1
Chen, Yu-Lun
1
Chen, Zhiwu
1
Cooper, Michael
1
Daigler, Robert T.
1
Ding, David K.
1
Dvoracek, Vladimir
1
Foucault, Thierry
1
Galati, Luca
1
Gau, Yin-feng
1
Gerace, Dionigi
1
Gleason, Kimberly C.
1
Goldstein, Itay
1
Hagströmer, Björn
1
Han, Yufeng
1
Hendershott, Terrence
1
Henricsson, Richard
1
Hillion, Pierre Henri
1
Jarrow, Robert A.
1
Jones, Charles M.
1
Kiefer, Nicholas Maximilian
1
Kruk, Jennifer
1
Kurov, Alexander
1
Lai, Yu-Sheng
1
Lee, Chun I.
1
Lepone, Andrew
1
Lesmond, David
1
more ...
less ...
Institution
All
Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
1
Published in...
All
The journal of futures markets
The review of financial studies
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
38
Finance research letters
35
International review of financial analysis
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research paper series / Swiss Finance Institute
16
Economics letters
15
Research in international business and finance
15
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
12
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
2
Big data in finance
Goldstein, Itay
;
Spatt, Chester S.
;
Ye, Mao
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3213-3225
Persistent link: https://www.econbiz.de/10012546376
Saved in:
3
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
4
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
5
Correlation and lead-lag relationships in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 260-285
Persistent link: https://www.econbiz.de/10011669809
Saved in:
6
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
7
Components of the bid-ask spread and variance : a unified approach
Hagströmer, Björn
;
Henricsson, Richard
;
Nordén, Lars L.
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011568452
Saved in:
8
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
9
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
10
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->