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Market microstructure
19
Marktmikrostruktur
19
Asymmetric information
7
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7
Securities trading
7
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7
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International review of economics & finance : IREF
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Quantitative finance
38
Finance research letters
35
International review of financial analysis
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research paper series / Swiss Finance Institute
16
Economics letters
15
Research in international business and finance
15
The journal of futures markets
15
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
12
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ECONIS (ZBW)
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1
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
2
Long-term liquidity effects of large-scale asset purchase programs : evidence from the euro covered bond market
Weigerding, Michael
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 244-264
Persistent link: https://www.econbiz.de/10014472234
Saved in:
3
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
4
Foreign investors, private information, and price discovery
Cai, Jun
;
Ho, Richard Yan-ki
;
Zhang, Zheng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 506-525
Persistent link: https://www.econbiz.de/10013342080
Saved in:
5
Whose trades move stock prices? : evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lin, Zong-Wei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 25-50
Persistent link: https://www.econbiz.de/10012390645
Saved in:
6
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
7
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
8
Do foreign institutional traders have private information for the market index? : the aspect of market microstructure
Weng, Pei-Shih
;
Tsai, Wei-Che
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 308-323
Persistent link: https://www.econbiz.de/10012033488
Saved in:
9
Benchmarking liquidity proxies : the case of EU sovereign bonds
Langedijk, Sven
;
Monokroussos, George
;
Papanagiotou, …
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 321-329
Persistent link: https://www.econbiz.de/10012033770
Saved in:
10
Pseudo market-makers, market quality and the minimum tick size
Lepone, Andrew
;
Wong, Jin Boon
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 88-100
Persistent link: https://www.econbiz.de/10011740107
Saved in:
11
Trade duration, informed trading, and option moneyness
Chung, Kee H.
;
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 395-411
Persistent link: https://www.econbiz.de/10011626088
Saved in:
12
The friction-free weighted price contribution
Abad Díaz, David
;
Pascual, Roberto
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 226-239
Persistent link: https://www.econbiz.de/10011542087
Saved in:
13
Does PIN measure information? : informed trading effects on returns and liquidity in six emerging markets
Agudelo, Diego A.
;
Giraldo, Santiago
;
Villarraga, Edwin
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 149-161
Persistent link: https://www.econbiz.de/10011572419
Saved in:
14
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
15
Futures mispricing, order imbalance, and short-selling constraints
Lin, Emily
;
Lee, Cheng F.
;
Wang, Kehluh
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 408-423
Persistent link: https://www.econbiz.de/10009693284
Saved in:
16
Is there any common knowledge news in the Euro/Dollar market?
Ben Omrane, Walid
;
Heinen, Andréas
- In:
International review of economics & finance : IREF
18
(
2009
)
4
,
pp. 656-670
Persistent link: https://www.econbiz.de/10003902691
Saved in:
17
Special issue: Market microstructure and implications for regulatory policies
Chung, Kee H.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003749701
Saved in:
18
Commonality under market stress : evidence from an order-driven market
Brockman, Paul
;
Chung, Dennis Y.
- In:
International review of economics & finance : IREF
17
(
2008
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10003749705
Saved in:
19
Strategic trading when some investors receive information before others
Vo, Minh T.
- In:
International review of economics & finance : IREF
17
(
2008
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10003749772
Saved in:
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