//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CEFIR and NES working papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Market microstructure"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Market microstructure
8
Marktmikrostruktur
8
Volatility
5
Volatilität
5
Handelsvolumen der Börse
4
Trading volume
4
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Bid-ask spread
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Geld-Brief-Spanne
2
Rational expectations
2
Rationale Erwartung
2
Stock market
2
USA
2
United States
2
2008-2010
1
2008-2011
1
Asymmetric information
1
Asymmetrische Information
1
Börsenkurs
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Electronic trading
1
Elektronisches Handelssystem
1
Financial crisis
1
Financial economics
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Futures
1
Imperfect competition
1
Kapitalmarkttheorie
1
Market power
1
Marktmacht
1
Russia
1
Russland
1
Share price
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Kyle, Albert S.
8
Obizhaeva, Anna A.
8
Wang, Yajun
2
Andersen, Torben
1
Bae, Kyoung-hun
1
Bondarenko, Oleg
1
Lee, Eun Jung
1
Tuzun, Tugkan
1
more ...
less ...
Published in...
All
CEFIR and NES working papers
Journal of financial markets
89
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
41
Pacific-Basin finance journal
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
International review of financial analysis
36
Journal of empirical finance
36
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
The University of Nottingham / School of Economics - discussion papers
22
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
London School of Economics and Political Science - Publications
21
NBER working paper series
21
The review of financial studies
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
MPRA Paper
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion Paper
16
The journal of futures markets
16
Working Paper
16
Working paper
16
CEPR Discussion Papers
15
Economics letters
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dimensional analysis and market microstructure
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2017
Persistent link: https://www.econbiz.de/10011633500
Saved in:
2
Smooth trading with overconfidence and market power
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633484
Saved in:
3
Larges bets and stock market crashes
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633486
Saved in:
4
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633489
Saved in:
5
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
6
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Tuzun, Tugkan
-
2016
Persistent link: https://www.econbiz.de/10011633492
Saved in:
7
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obizhaeva, Anna A.
;
Wang, Yajun
-
2016
Persistent link: https://www.econbiz.de/10011633493
Saved in:
8
Invariance of buy-sell switching points
Bae, Kyoung-hun
;
Kyle, Albert S.
;
Lee, Eun Jung
; …
-
2016
Persistent link: https://www.econbiz.de/10011633494
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->