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~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~isPartOf:"Journal of banking & finance"
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Search: subject:"market microstructure"
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Market microstructure
83
Marktmikrostruktur
72
Securities trading
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20
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Chung, Kee H.
3
Bury, Thomas
2
Cajueiro, Daniel O.
2
Chuwonganant, Chairat
2
Frijns, Bart
2
Frino, Alex
2
Gilbert, Aaron
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Ladley, Dan
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Mizrach, Bruce Marshall
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Physica A: Statistical Mechanics and its Applications
Journal of banking & finance
Journal of financial markets
89
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
35
International review of financial analysis
35
Journal of international money and finance
30
Market microstructure and liquidity
25
The European journal of finance
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Journal of economic dynamics & control
22
The University of Nottingham / School of Economics - discussion papers
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International journal of finance & economics : IJFE
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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
Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CEPR Discussion Papers
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CREATES Research Papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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NBER Working Paper
14
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)
73
RePEc
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1
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:
2
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
3
A machine learning attack on illegal trading
James, Robert
;
Leung, Henry
;
Prokhorov, Artem
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248281
Saved in:
4
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:
5
The shift from active to passive and its effect on intraday stock dynamics
De Rossi, Giuliano
;
Steliaros, Michael
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013531060
Saved in:
6
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
7
Strategic trade when securitized portfolio values are unknown
Piccotti, Louis R.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012489199
Saved in:
8
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl
;
Ladley, Dan
- In:
Journal of banking & finance
72
(
2016
),
pp. 119-131
Persistent link: https://www.econbiz.de/10011637085
Saved in:
9
Trading breaks and asymmetric information : the option markets
Kaplanski, Guy
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
Saved in:
10
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
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