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Market microstructure
39
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Frino, Alex
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Pacific-Basin finance journal
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
International review of financial analysis
36
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
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21
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
The journal of futures markets
16
Economics letters
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Working paper
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Economic modelling
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NBER Working Paper
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Review of quantitative finance and accounting
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Discussion paper / Centre for Economic Policy Research
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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
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
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ECONIS (ZBW)
39
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1
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
2
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:
3
Price limit and stock market quality : evidence from a quasi-natural experiment in the Chinese stock market
Zhang, Xiaotao
;
Wang, Ziqiao
;
Hao, Jing
;
He, Feng
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013389140
Saved in:
4
Order submission, information asymmetry, and tick size
Zhu, Hongyu
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
Saved in:
5
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
6
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
7
The changing role of foreign investors in Tokyo stock price formation
Iwatsubo, Kentaro
;
Watkins, Clinton
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013258056
Saved in:
8
How noise trading affects informational efficiency : evidence from an order-driven market
Zhang, Chris H.
;
Kalev, Petko S.
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013332503
Saved in:
9
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
10
Price discovery, order submission, and tick size during preopen period
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012493843
Saved in:
11
Market quality around macroeconomic news announcements : evidence from the Australian stock market
Indriawan, Ivan
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012494893
Saved in:
12
Limit order submission risks, order choice, and tick size
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012231313
Saved in:
13
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
14
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
Saved in:
15
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 145-164
Persistent link: https://www.econbiz.de/10012133316
Saved in:
16
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi
;
Wee, Marvin
;
Yu, Jing
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
Saved in:
17
The information content of special orders
Huu Nhan Duong
;
Lajbcygier, Paul
;
Vu, Van-Hoang
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 68-81
Persistent link: https://www.econbiz.de/10011800814
Saved in:
18
Investor sentiment, order submission, and investment performance on the Taiwan stock exchange
Hung, Pi-Hsia
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011669228
Saved in:
19
Order aggressiveness of different broker-types in response to monetary policy news
Smales, Lee A.
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011712261
Saved in:
20
Pinning down an effective measure for probability of informed trading
Petchey, James
;
Wee, Marvin
;
Yang, Wenling
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
Saved in:
21
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
Saved in:
22
Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan
;
Jiang, Christine X.
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
Saved in:
23
Determinants of liquidity and execution probability in exchange operated dark pool : evidence from the Australian Securities Exchange
He, William Peng
;
Lepone, Andrew
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010495691
Saved in:
24
Information based trade, the PIN variable, and portfolio style differences : evidence from Tokyo stock exchange firms
Kubota, Keiichi
;
Takehara, Hitoshi
- In:
Pacific-Basin finance journal
17
(
2009
)
3
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003835884
Saved in:
25
Special section: Asia-Pacific market microstructure
Comerton-Forde, Carole
(
contributor
)
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 525-564
Persistent link: https://www.econbiz.de/10003895305
Saved in:
26
The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
Saved in:
27
Commonality in liquidity: evidence from the stock exchange of Thailand
Pukthuanthong, Kuntara
;
Visaltanachoti, Nuttawat
- In:
Pacific-Basin finance journal
17
(
2009
)
1
,
pp. 80-99
Persistent link: https://www.econbiz.de/10003800553
Saved in:
28
Herding and the information content of trades in the Australian dollar market
Carpenter, Andrew
;
Wang, Jian-xin
- In:
Pacific-Basin finance journal
15
(
2007
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003555150
Saved in:
29
The current state of Asia-Pacific stock exchanges : a critical review of market design
Comerton-Forde, Carole
;
Rydge, James
- In:
Pacific-Basin finance journal
14
(
2006
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003278003
Saved in:
30
Bid/ask spreads in the foreign exchange market : an alternative interpretation
Poskitt, Russell
- In:
Pacific-Basin finance journal
13
(
2005
)
5
,
pp. 562-583
Persistent link: https://www.econbiz.de/10003176653
Saved in:
31
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex
;
Jarnecic, Elvis
;
Johnstone, David
;
Lepone, …
- In:
Pacific-Basin finance journal
13
(
2005
)
3
,
pp. 247-262
Persistent link: https://www.econbiz.de/10002908544
Saved in:
32
Determinants of the decision to submit market or limit orders on the ASX
Verhoeven, Peter
;
Ching, Simon
;
Ng, Hock Guan
- In:
Pacific-Basin finance journal
12
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001867126
Saved in:
33
The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex
;
West, Andrew
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
Saved in:
34
The effectiveness of price limits in an emerging market : evidence from the Korean Stock Exchange
Berkman, Henk
;
Lee, John Byong Tek
- In:
Pacific-Basin finance journal
10
(
2002
)
5
,
pp. 517-530
Persistent link: https://www.econbiz.de/10001716109
Saved in:
35
Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley
;
Frino, Alex
- In:
Pacific-Basin finance journal
9
(
2001
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
Saved in:
36
The value of liquidity : evidence from the derivatives market
Chan, Howard Wei-hong
;
Pinder, Sean M.
- In:
Pacific-Basin finance journal
8
(
2000
)
3/4
,
pp. 483-503
Persistent link: https://www.econbiz.de/10001487822
Saved in:
37
Special issue on market microstructure
Rhee, S. Ghon
(
contributor
);
Chan, Kalok
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001450500
Saved in:
38
Do trading rules impact on market efficiency? : A comparison of opening procedures on the Australian and Jakarta Stock Exchanges
Comerton-Forde, Carole
- In:
Pacific-Basin finance journal
7
(
1999
)
5
,
pp. 495-521
Persistent link: https://www.econbiz.de/10001450522
Saved in:
39
The intraday patterns of the spread and depth in a market without market makers : the Stock Exchange of Hong Kong
Ahn, Hee-joon
;
Cheung, Stephen Y. L.
- In:
Pacific-Basin finance journal
7
(
1999
)
5
,
pp. 539-556
Persistent link: https://www.econbiz.de/10001450544
Saved in:
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