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~isPartOf:"Market microstructure and liquidity"
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Market microstructure
25
Marktmikrostruktur
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Gould, Martin
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Lehalle, Charles-Albert
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Rosenbaum, Mathieu
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Alfonsi, Aurélien
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Market microstructure and liquidity
Journal of financial markets
89
Journal of banking & finance
73
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Quantitative finance
39
Journal of international financial markets, institutions & money
38
Journal of empirical finance
36
Finance research letters
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International review of financial analysis
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Journal of international money and finance
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The European journal of finance
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Journal of economic dynamics & control
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The University of Nottingham / School of Economics - discussion papers
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International journal of finance & economics : IJFE
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London School of Economics and Political Science - Publications
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NBER working paper series
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The review of financial studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The financial review : the official publication of the Eastern Finance Association
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CFS working paper series
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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MPRA Paper
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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
CEPR Discussion Papers
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CREATES Research Papers
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Discussion Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research paper series / Swiss Finance Institute
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Working Paper
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Economics letters
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Research in international business and finance
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The journal of futures markets
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Working paper
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NBER Working Paper
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Assessing MiFID II regulation on tick sizes : a transaction costs analysis viewpoint
Laruelle, Sophie
;
Rosenbaum, Mathieu
;
Savku, Emel
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819950
Saved in:
2
The cross-sectional spillovers of single stock circuit breakers
Brugler, James
;
Linton, Oliver
;
Noss, Joseph
;
Pedace, Lucas
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012227892
Saved in:
3
Multi-level order-flow imbalance in a limit order book
Xu, Ke
;
Gould, Martin
;
Howison, Sam
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012227906
Saved in:
4
Large Large-trader activity weakens the long memory of limit order markets
Primicerio, Kevin
;
Challet, Damien
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012256411
Saved in:
5
Limit order strategic placement with adverse selection risk and the role of latency
Lehalle, Charles-Albert
;
Mounjid, Othmane
- In:
Market microstructure and liquidity
3
(
2017
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011778311
Saved in:
6
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
7
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
8
Microscopic understanding of cross-responses between stocks : a two-component price impact model
Wang, Shanshan
;
Guhr, Thomas
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011988895
Saved in:
9
The long memory of order flow in the foreign exchange spot market
Gould, Martin
;
Porter, Mason A.
;
Howison, Sam
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588230
Saved in:
10
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
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