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Search: subject:"microstructure"
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Market microstructure
3,505
Marktmikrostruktur
3,326
Theorie
1,559
Theory
1,525
Wertpapierhandel
1,186
Securities trading
1,168
Börsenkurs
1,054
Share price
1,032
market microstructure
714
Volatility
651
Volatilität
650
Bid-ask spread
456
Geld-Brief-Spanne
444
Schätzung
432
Liquidity
429
Electronic trading
422
Elektronisches Handelssystem
421
Estimation
415
Börsenhandel
387
Stock exchange trading
385
Devisenmarkt
374
Aktienmarkt
364
Foreign exchange market
357
Finanzmarkt
352
Financial market
348
Stock market
346
Liquidität
345
USA
316
Asymmetric information
313
Asymmetrische Information
311
United States
302
Wettbewerb
284
Handelsvolumen der Börse
271
Trading volume
271
Marktliquidität
262
Market liquidity
261
Wechselkurs
261
Exchange rate
251
Anlageverhalten
244
Behavioural finance
238
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Free
2,025
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1,144
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33
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Book / Working Paper
2,552
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2,298
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8
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2
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1,748
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852
Graue Literatur
731
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731
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659
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184
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152
Aufsatz im Buch
123
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123
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38
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25
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25
Systematic review
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research-article
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2
Mikroform
2
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English
3,892
Undetermined
706
German
229
French
15
Spanish
13
Portuguese
4
Italian
3
Polish
3
Hungarian
2
Russian
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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
33
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
Easley, David
20
Foucault, Thierry
20
Frino, Alex
20
Horst, Ulrich
20
Cheung, Yin-Wong
19
Mizrach, Bruce
19
Ranaldo, Angelo
19
Bollerslev, Tim
18
Fleming, Michael J.
18
Melvin, Michael
18
Rindi, Barbara
18
Schwartz, Robert A.
18
Jong, Frank de
17
Mende, Alexander
17
Næs, Randi
17
Sarno, Lucio
17
Westerhoff, Frank H.
17
Zhang, Lan
17
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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
Quantitative finance
46
Journal of empirical finance
45
Finance research letters
44
Pacific-Basin finance journal
42
Working Paper
40
Surface Review and Letters (SRL)
36
Journal of international financial markets, institutions & money
35
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)
3,392
RePEc
937
USB Cologne (business full texts)
247
EconStor
219
BASE
24
Other ZBW resources
20
USB Cologne (EcoSocSci)
19
ArchiDok
2
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21
Order flow-based
microstructure
analysis of the spot exchange rate in Zambia
Phiri, Sydney Chauwa
;
Chisha, Keegan
;
Chipili, Jonathan M.
-
2023
Persistent link: https://www.econbiz.de/10014416176
Saved in:
22
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
23
Funding liquidity and stocks' market liquidity : structural estimation from high-frequency data
Aielli, Gian Piero
;
Pirino, Davide
-
2023
Persistent link: https://www.econbiz.de/10014446493
Saved in:
24
Streaming approach to quadratic covariation estimation using financial ultra-high-frequency data
Holý, Vladimír
;
Tomanová, Petra
- In:
Computational economics
62
(
2023
)
1
,
pp. 463-485
Persistent link: https://www.econbiz.de/10014327571
Saved in:
25
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
Saved in:
26
Decentralized finance and central bank communication
Hansson, Magnus
-
2023
Persistent link: https://www.econbiz.de/10014310233
Saved in:
27
Regime-dependent determinants of the uncollateralised overnight rate : the interplay of operating procedure and market
microstructure
Edwin Prabu A
;
Bhattacharyya, Indranil
-
2023
Persistent link: https://www.econbiz.de/10014315303
Saved in:
28
Assessing the liquidity premium in the Italian bond market
Drudi, Maria Ludovica
;
Venturi, Giulio Carlo
-
2023
Persistent link: https://www.econbiz.de/10014420628
Saved in:
29
Bond market structure and volatility
Durongkadej, Isarin
;
Piccotti, Louis
- In:
International review of finance : the official journal …
25
(
2025
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015334570
Saved in:
30
A composite indicator of sovereign bond market liquidity in the euro area
Poli, Riccardo
;
Taboga, Marco
-
2025
Persistent link: https://www.econbiz.de/10015375051
Saved in:
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