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Search: subject:"microstructure"
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Subject
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Market microstructure
3,514
Marktmikrostruktur
3,334
Theorie
1,563
Theory
1,529
Wertpapierhandel
1,189
Securities trading
1,171
Börsenkurs
1,057
Share price
1,035
market microstructure
716
Volatility
652
Volatilität
651
Bid-ask spread
457
Geld-Brief-Spanne
445
Schätzung
433
Liquidity
430
Electronic trading
423
Elektronisches Handelssystem
422
Estimation
416
Börsenhandel
389
Stock exchange trading
387
Devisenmarkt
375
Aktienmarkt
364
Foreign exchange market
358
Finanzmarkt
354
Financial market
350
Liquidität
346
Stock market
346
USA
317
Asymmetric information
314
Asymmetrische Information
312
United States
303
Wettbewerb
284
Handelsvolumen der Börse
272
Trading volume
272
Marktliquidität
264
Market liquidity
263
Wechselkurs
262
Exchange rate
252
Anlageverhalten
245
Behavioural finance
239
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Free
2,028
Undetermined
1,151
CC license
33
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Book / Working Paper
2,553
Article
2,306
Other
8
Journal
3
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Article in journal
1,755
Aufsatz in Zeitschrift
1,755
Working Paper
853
Graue Literatur
732
Non-commercial literature
732
Arbeitspapier
660
Hochschulschrift
184
Thesis
152
Aufsatz im Buch
123
Book section
123
Collection of articles written by one author
41
Sammlung
41
Collection of articles of several authors
38
Sammelwerk
38
Article
26
Aufsatzsammlung
25
Systematic review
17
Übersichtsarbeit
17
Bibliografie enthalten
16
Bibliography included
16
Dissertation u.a. Prüfungsschriften
15
research-article
13
Conference paper
11
Konferenzbeitrag
11
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10
Rezension
9
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6
Forschungsbericht
5
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4
Bibliografie
3
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3
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3
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2
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2
Mikroform
2
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1
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1
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1
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1
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1
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English
3,902
Undetermined
706
German
229
French
15
Spanish
13
Portuguese
4
Italian
3
Polish
3
Hungarian
2
Russian
2
Norwegian
1
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Author
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Rime, Dagfinn
95
Hautsch, Nikolaus
56
Theissen, Erik
51
Menkhoff, Lukas
41
Podolskij, Mark
39
Reitz, Stefan
37
Taylor, Mark P.
35
Kyle, Albert S.
34
O'Hara, Maureen
32
Menkveld, Albert J.
30
Mykland, Per A.
30
Evans, Martin D. D.
29
Grammig, Joachim
29
Obižaeva, Anna
26
Osler, Carol
26
Aït-Sahalia, Yacine
23
Bibinger, Markus
23
Lyons, Richard K.
23
Nolte, Ingmar
23
Diebold, Francis X.
22
Christensen, Kim
21
Biais, Bruno
20
Foucault, Thierry
20
Frino, Alex
20
Horst, Ulrich
20
Cheung, Yin-Wong
19
Easley, David
19
Mizrach, Bruce
19
Ranaldo, Angelo
19
Bollerslev, Tim
18
Fleming, Michael J.
18
Melvin, Michael
18
Rindi, Barbara
18
Schwartz, Robert A.
18
Cont, Rama
17
Jong, Frank de
17
Mende, Alexander
17
Næs, Randi
17
Sarno, Lucio
17
Westerhoff, Frank H.
17
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All
C.E.P.R. Discussion Papers
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
31
University <Nottingham> / Department of Economics
25
National Bureau of Economic Research
24
HAL
22
School of Economics and Management, University of Aarhus
21
Norges Bank
19
London School of Economics and Political Science
18
Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste <Honnef>
15
EconWPA
14
Center for Financial Studies
13
Institut für Volkswirtschaftslehre <Ilmenau>
12
Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics
12
Department of Economics, Oxford University
11
Department of Economics, Rutgers University-New Brunswick
11
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
11
European Central Bank
10
Georgetown University, Department of Economics
10
Institute of Economic Research, Hitotsubashi University
10
Université Paris-Dauphine (Paris IX)
10
Econometric Society
9
Society for Computational Economics - SCE
9
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
8
Economics Group, Nuffield College, University of Oxford
7
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
7
Tinbergen Instituut
7
Universität <Kassel> / Fachgebiet Wirtschaftsinformatik
7
CESifo
6
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Deutsche Bundesbank
6
HEC Paris (École des Hautes Études Commerciales)
6
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
6
Instituto Valenciano de Investigaciones Económicas (IVIE)
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Bank for International Settlements (BIS)
5
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
5
European Commission / Directorate-General for Research
5
Faculteit Economie en Bedrijfskunde, Universiteit Gent
5
Handelshøgskolen, Universitetet i Stavanger
5
School of Economics and Political Science, Universität St. Gallen
5
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Published in...
All
Journal of financial markets
95
Journal of banking & finance
74
Journal of financial economics
64
Journal of econometrics
58
Journal of empirical finance
46
Quantitative finance
46
Finance research letters
44
Pacific-Basin finance journal
42
Working Paper
40
Journal of international financial markets, institutions & money
36
Surface Review and Letters (SRL)
36
International review of financial analysis
33
CEPR Discussion Papers
32
The European journal of finance
30
Journal of international money and finance
29
MPRA Paper
29
Market microstructure and liquidity
28
Journal of economic dynamics & control
24
NBER working paper series
24
Physica A: Statistical Mechanics and its Applications
24
The financial review : the official publication of the Eastern Finance Association
23
The University of Nottingham / School of Economics - discussion papers
22
CREATES Research Papers
21
International journal of finance & economics : IJFE
21
London School of Economics and Political Science - Publications
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
Economic modelling
19
Journal of financial and quantitative analysis : JFQA
19
Review of quantitative finance and accounting
19
Working Paper / Norges Bank
19
Working paper / National Bureau of Economic Research, Inc.
19
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 in international business and finance
17
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Source
All
ECONIS (ZBW)
3,401
RePEc
937
USB Cologne (business full texts)
247
EconStor
220
BASE
24
Other ZBW resources
20
USB Cologne (EcoSocSci)
19
ArchiDok
2
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241
Microstructure
and asset pricing : an insight on African frontier stock markets
Hikouatcha, Prince
;
Njamen Kengdo, Arsène Aurelien
; …
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 944-987
Persistent link: https://www.econbiz.de/10014435621
Saved in:
242
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.
;
Turiel, Jeremy
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
Saved in:
243
Transaction costs and capacity of systematic corporate bond strategies
Ivashchenko, Alexey
;
Kosowski, Robert L.
-
2023
Persistent link: https://www.econbiz.de/10014418127
Saved in:
244
The repo market
Munyan, Benjamin
- In:
Research handbook of financial markets
,
(pp. 237-252)
.
2023
Persistent link: https://www.econbiz.de/10014331061
Saved in:
245
Equity trading
Fohlin, Caroline
- In:
Research handbook of financial markets
,
(pp. 358-377)
.
2023
Persistent link: https://www.econbiz.de/10014331077
Saved in:
246
Noisy high frequency data-based estimation of volatility function with applications
Lin, Jinguan
;
Ye, Xuguo
;
Zhao, Yanyong
;
Hao, Hongxia
- In:
The Singapore economic review
68
(
2023
)
6
,
pp. 2127-2150
Persistent link: https://www.econbiz.de/10014500398
Saved in:
247
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
248
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
249
Magnet effects of circuit breakers in electronic order-driven markets : evidence from China
Xiang, Cheng
;
Lu, Jing
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1450-1469
Persistent link: https://www.econbiz.de/10014253413
Saved in:
250
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
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