Search Results - subject:"microstructure"

Missing markets : microstructure and liquidity on the London Stock Exchange

Esteves, Rui Pedro; Mesevage, Gabriel Geisler - In: Explorations in economic history : EEH 99 (2026), pp. 1-22

Persistent link: https://www.econbiz.de/10015579738

Makers and takers : the economics of the Kalshi prediction market

Bürgi, Constantin; Deng, Wanying; Whelan, Karl - 2026 - Original version: September 2025, this version: January 2026

-driven microstructure. Makers - relatively well-informed traders who post offers - seek positive expected returns but may be slightly over …

Persistent link: https://www.econbiz.de/10015605098

Tokenized gold in crypto markets : tracking accuracy and portfolio performance

Ashfaq, Muhammad; Pfeifer, Maximilian; Gürpinar, Tan; … - In: FinTech 5 (2026) 1, pp. 1-13

across both weekday-only and 24/7 trading datasets, incorporating weekend effects and crypto-market microstructure. Results …

Persistent link: https://www.econbiz.de/10015628496

A survey of rough volatility

Hiraki, Kazuhiro; Shinozaki, Yuji - In: International journal of theoretical and applied … 28 (2025) 5/6, pp. 1-45

Persistent link: https://www.econbiz.de/10015559882

Does asynchronous market update matter? : re-examining the price discovery of stock index and futures in China

Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian - In: Emerging markets review 67 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015412163

Auction-based tests of inventory control and private information in a centralized interdealer FX market

Bonaldi, Pietro; Villamizar, Mauricio - In: Journal of financial markets 74 (2025), pp. 1-24

Persistent link: https://www.econbiz.de/10015432713

The price of processing : information frictions and market efficiency in DeFi

Azar, Pablo; Olivas, Sergio; Sinha, Nish D. - 2025

This paper investigates the speed of price discovery when information becomes publicly available but requires costly processing to become common knowledge. We exploit the unique institutional setting of hacks on decentralized finance (DeFi) protocols. Public blockchain data provides the precise...

Persistent link: https://www.econbiz.de/10015396109