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~subject:"Market microstructure"
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Market microstructure
Börsenkurs
462
Share price
449
Price discovery
424
price discovery
370
Cointegration
134
Volatility
130
Volatilität
129
Kointegration
115
Theorie
114
Theory
110
Derivat
107
Derivative
106
Commodity derivative
86
Price Discovery
86
Rohstoffderivat
86
Wertpapierhandel
85
Securities trading
83
Schätzung
79
Aktienmarkt
73
Stock market
73
Estimation
72
Effizienzmarkthypothese
66
Efficient market hypothesis
65
Marktmikrostruktur
65
Preis
53
China
52
Price
52
Asymmetric information
49
Asymmetrische Information
48
Informationsverbreitung
48
Index futures
46
Index-Futures
46
Liquidity
46
Electronic trading
43
Elektronisches Handelssystem
43
Information dissemination
43
Ankündigungseffekt
42
Announcement effect
42
Information share
41
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Undetermined
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Free
16
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Article
63
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Graue Literatur
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1
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English
67
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6
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Frijns, Bart
5
Gau, Yin-feng
4
Ozturk, Sait
3
Piccotti, Louis R.
3
Tourani Rad, Alireza
3
Wel, Michel van der
3
Chen, Yu-Lun
2
Dijk, Dick van
2
Gilbert, Aaron
2
Ibikunle, Gbenga
2
Indriawan, Ivan
2
Muravyev, Dmitriy
2
Nguyen, Giang H.
2
Otsubo, Yoichi
2
Pagano, Michael S.
2
Pascual, Roberto
2
Pascual-Fuster, Bartolomé
2
Pearson, Neil D.
2
Peng, Lin
2
Sebastião, Helder
2
Shraiber, Bentsi
2
Adjemian, Michael K.
1
Akey, Pat
1
Anagnostidis, Panagiotis
1
Anand, Amber
1
Arzandeh, Mehdi
1
Bagnarosa, Guillaume
1
Bergen-Hill, Tobin A.
1
Brady, Shaun M.
1
Broussard, John Paul
1
Buccheri, Giuseppe
1
Burke, Carl D.
1
Cai, Jun
1
Chen, Long
1
Chen, Yu-lun
1
Corsi, Fulvio
1
Debie, Philippe
1
Dias, Gustavo Fruet
1
Dimpfl, Thomas
1
Dobrev, Dobrislav
1
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Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
2
Tinbergen Instituut
1
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Journal of banking & finance
6
Journal of financial markets
6
Journal of empirical finance
5
Journal of risk and financial management : JRFM
4
Finance research letters
3
International review of financial analysis
3
The financial review : the official publication of the Eastern Finance Association
3
American journal of agricultural economics
2
GEMF Working Papers
2
Journal of Financial Markets
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of international money and finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
CEA_372Cass working paper series
1
Cogent economics & finance
1
Discussion paper / Tinbergen Institute
1
Economic studies
1
Emerging markets review
1
Finance and economics discussion series
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International review of economics & finance : IREF
1
Journal of Empirical Finance
1
Journal of Financial Economics
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
LEM working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific Accounting Review
1
Research paper series / Swiss Finance Institute
1
Review of Pacific Basin financial markets and policies
1
Review of economic dynamics
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
64
RePEc
7
EconStor
1
Other ZBW resources
1
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73
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
A non-normal framework for
price
discovery
: the Independent Component based Information Shares measure
Zema, Sebastiano Michele
-
2023
I propose a new measure of
price
discovery
, which I will refer to as the Independent Component based Information Share … different
price
discovery
applications will follow. …
Persistent link: https://www.econbiz.de/10013489765
Saved in:
3
Decentralized finance and central bank communication
Hansson, Magnus
-
2023
Persistent link: https://www.econbiz.de/10014310233
Saved in:
4
Price
discovery
of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
5
Understanding the impacts of dark pools on
price
discovery
Ye, Linlin
- In:
Journal of financial markets
68
(
2024
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014491076
Saved in:
6
Tick size, competition for liquidity provision, and
price
discovery
: evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
7
Price
discovery
share : an order invariant measure of
price
discovery
Shen, Shulin
;
Sultan, Syed Galib
;
Zivot, Eric
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061427
Saved in:
8
Dealership versus continuous auction : evidence from the JASDAQ market
Iwatsubo, Kentaro
;
Rhee, S. Ghon
;
Zhang, Ye Zhou
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463665
Saved in:
9
Microstructure and high-frequency
price
discovery
in the soybean complex
Zhou, Xinquan
;
Bagnarosa, Guillaume
;
Gohin, Alexandre
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426684
Saved in:
10
Intraday jumps, liquidity, and U.S. macroeconomic news : evidence from exchange traded funds
Jurdi, Doureige J.
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
6/118
,
pp. 1-20
intraday jump realizations affect the
price
discovery
of ETFs. …
Persistent link: https://www.econbiz.de/10012305143
Saved in:
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