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Search: subject_exact:"Marktmikrostruktur"
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Marktmikrostruktur
3,060
Market microstructure
3,035
Theorie
1,266
Theory
1,255
Börsenkurs
932
Share price
929
Wertpapierhandel
890
Securities trading
883
Volatilität
591
Volatility
589
Schätzung
454
Estimation
451
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427
Bid-ask spread
426
Aktienmarkt
378
Devisenmarkt
374
Foreign exchange market
368
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368
Börse
336
Bourse
330
Electronic trading
320
Elektronisches Handelssystem
320
Finanzmarkt
313
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312
USA
308
United States
306
Liquidity
300
Asymmetrische Information
275
Asymmetric information
273
Wechselkurs
265
Liquidität
263
Handelsvolumen der Börse
260
Exchange rate
259
Trading volume
258
Anlageverhalten
218
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211
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208
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208
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199
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198
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2
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623
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181
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41
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36
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24
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10
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Rime, Dagfinn
42
Hautsch, Nikolaus
37
Kyle, Albert S.
35
Theissen, Erik
33
O'Hara, Maureen
30
Mykland, Per A.
25
Grammig, Joachim
23
Evans, Martin D. D.
22
Obizhaeva, Anna A.
21
Easley, David
18
Frino, Alex
18
Lyons, Richard K.
18
Reitz, Stefan
18
Horst, Ulrich
17
Menkhoff, Lukas
17
Taylor, Mark P.
17
Menkveld, Albert J.
16
Obižaeva, Anna
16
Podolskij, Mark
15
Rindi, Barbara
15
Zhang, Lan
15
Biais, Bruno
14
Li, Yingying
14
Nolte, Ingmar
14
Aït-Sahalia, Yacine
13
Fleming, Michael J.
13
Li, Z. Merrick
13
Lillo, Fabrizio
13
Loretan, Mico
13
Westerhoff, Frank H.
13
Bollerslev, Tim
12
Cont, Rama
12
Gradojevic, Nikola
12
Jong, Frank de
12
Linton, Oliver
12
Lux, Thomas
12
Stoll, Hans R.
12
Ait-Sahalia, Yacine
11
Bernhardt, Dan
11
Bouchaud, Jean-Philippe
11
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Center for Economic Research <Tilburg>
3
Universitetet i Oslo / Økonomisk institutt
3
Bonn Graduate School of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
De Gruyter Oldenbourg
2
Eberhard Karls Universität Tübingen
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Georgetown University / Economics Department
2
New York Stock Exchange
2
Svenska Handelshögskolan <Helsinki>
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Mannheim
2
AE <2005, Lille>
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Books on Demand GmbH <Norderstedt>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
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1
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1
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1
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1
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1
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1
Nuffield College
1
Olsen & Associates <Zürich> / Research Group
1
Oxford Financial Research Centre
1
Princeton University / International Economics Section
1
Rodney L. White Center for Financial Research
1
Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
1
Türkiye Cumhuriyet Merkez Bankası
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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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
Pacific-Basin finance journal
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
The review of financial studies
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
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
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
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
12
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ECONIS (ZBW)
3,061
EconStor
22
USB Cologne (EcoSocSci)
19
BASE
1
OLC EcoSci
1
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1201
Lockstep in liquidity : common dealers and co-movement in bond liquidity
Gissler, Stefan
- In:
Journal of financial markets
33
(
2017
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011814999
Saved in:
1202
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
1203
Liquidity, information, strategic trading in an electronic order book : new insights from the European carbon markets
Rannou, Yves
- In:
Research in international business and finance
39
(
2017
),
pp. 779-808
Persistent link: https://www.econbiz.de/10011912363
Saved in:
1204
Tick size in illiquid order books
Meling, Tom Grimstvedt
-
2017
Persistent link: https://www.econbiz.de/10011917222
Saved in:
1205
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
1206
Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico
;
Schervish, Mark J.
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
Saved in:
1207
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
1208
Optimal hedge tracking portfolios in a limit order book
Ellersgaard, Simon
;
Tegnér, Martin
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011923331
Saved in:
1209
A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas
;
Nikolas, Hourvouliades
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
Saved in:
1210
Informed trading and the price impact of block trades : a high frequency trading analysis
Sun, Yuxin
;
Ibikunle, Gbenga
- In:
International review of financial analysis
54
(
2017
),
pp. 114-129
Persistent link: https://www.econbiz.de/10011878187
Saved in:
1211
Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu
;
Zheng, Tingguo
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
Saved in:
1212
Can we predict the financial markets based on Google's search queries?
Perlin, Marcelo Scherer
;
Caldeira, João F.
;
Santos, …
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 454-467
Persistent link: https://www.econbiz.de/10011860470
Saved in:
1213
Intraday price discovery in Indian stock index futures market : new evidence from neural network approach
Kumar, Saurabh
;
Inani, Sarveshwar Kumar
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 12-29
Persistent link: https://www.econbiz.de/10011862350
Saved in:
1214
Dynamics of exchange rate determination and currency order flow in the Thailand foreign exchange market : an empirical analysis
Anifowose Daniel Abolaji
;
Izlin Ismail
;
Mohd Edil Abd Sukor
- In:
Journal of Chinese economic and foreign trade studies
10
(
2017
)
2
,
pp. 143-161
Persistent link: https://www.econbiz.de/10011755587
Saved in:
1215
Determinants of commonality in liquidity : evidence from an order-driven emerging market
Syamala, Sudhakara Reddy
;
Wadhwa, Kavita
;
Goyal, Abhinav
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 38-52
Persistent link: https://www.econbiz.de/10011938071
Saved in:
1216
Fake news
Brigida, Matt
;
Pratt, William R.
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
Saved in:
1217
Mispricing in the odd lots market in Brazil
Ramos, Henrique P.
;
Perlin, Marcelo Scherer
;
Righi, …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 618-628
Persistent link: https://www.econbiz.de/10011938210
Saved in:
1218
Identifying expensive trades by monitoring the limit order book
Detollenaere, Benoit
;
D'Hondt, Catherine
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 273-290
Persistent link: https://www.econbiz.de/10011729258
Saved in:
1219
Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
Saved in:
1220
Intraday market making with overnight inventory costs
Adrian, Tobias
;
Capponi, Agostino
;
Vogt, Erik
;
Zhang, …
-
2017
Persistent link: https://www.econbiz.de/10011735048
Saved in:
1221
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
1222
Order flow and exchange rate comovement
Kleinbrod, Vincent M.
;
Li, Xiaoming
- In:
Journal of international money and finance
77
(
2017
),
pp. 199-215
Persistent link: https://www.econbiz.de/10011788102
Saved in:
1223
Macroeconomic announcements and price discovery in the foreign exchange market
Gau, Yin-feng
;
Wu, Zhen-Xing
- In:
Journal of international money and finance
79
(
2017
),
pp. 232-254
Persistent link: https://www.econbiz.de/10011788364
Saved in:
1224
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
1225
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
1226
Accounting quality, liquidity risk, and post-earnings-announcement drift
Chen, Jeff Zeyun
;
Lobo, Gerald J.
;
Zhang, Joseph H.
- In:
Contemporary accounting research : a journal of the …
34
(
2017
)
3
,
pp. 1649-1680
Persistent link: https://www.econbiz.de/10011774005
Saved in:
1227
The impact of iceberg orders in limit order books
Frey, Stefan
;
Sandås, Patrik
- In:
The quarterly journal of finance
7
(
2017
)
3
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011774142
Saved in:
1228
Bid-ask spread, quoted depths, and unexpected duration between trades
Ruan, Jun Tony
;
Ma, Tongshu
- In:
Journal of financial services research : JFSR
51
(
2017
)
3
,
pp. 385-436
Persistent link: https://www.econbiz.de/10011777286
Saved in:
1229
The benefits of resiliency to standard market impact models
Besson, Paul
;
Lasnier, Matthieu
- In:
Market microstructure and liquidity
3
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011778308
Saved in:
1230
Limit order strategic placement with adverse selection risk and the role of latency
Lehalle, Charles-Albert
;
Mounjid, Othmane
- In:
Market microstructure and liquidity
3
(
2017
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011778311
Saved in:
1231
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth
;
Parhizgari, Ali M.
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
Saved in:
1232
Modelling non-linear behaviour of block price deviations when trades are executed outside the bid-ask quotes
Gregoriou, Andros
- In:
Journal of economic studies
44
(
2017
)
2
,
pp. 206-213
Persistent link: https://www.econbiz.de/10011757416
Saved in:
1233
Is information assimilated at announcements in the European carbon market?
Chen, Jiayuan
;
Muckley, Cal
;
Bredin, Donal
- In:
Energy economics
63
(
2017
),
pp. 234-247
Persistent link: https://www.econbiz.de/10011757944
Saved in:
1234
Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economics letters
150
(
2017
),
pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
Saved in:
1235
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
1236
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid
;
Tao, Yusi
;
Welch, Robert L.
- In:
Research in international business and finance
42
(
2017
),
pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
Saved in:
1237
Selloffs, bailouts, and feedback : can asset markets inform policy?
Boleslavsky, Raphael
;
Kelly, David L.
;
Taylor, Curtis R.
- In:
Journal of economic theory
169
(
2017
),
pp. 294-343
Persistent link: https://www.econbiz.de/10011747756
Saved in:
1238
Dynamic herding analysis in a frontier market
Arjoon, Vaalmikki
;
Bhatnagar, Chandra Shekhar
- In:
Research in international business and finance
42
(
2017
),
pp. 496-508
Persistent link: https://www.econbiz.de/10011750464
Saved in:
1239
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:
1240
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
Saved in:
1241
1-share orders and trades
Davis, Ryan L.
;
Roseman, Brian S.
;
Van Ness, Bonnie F.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
Saved in:
1242
Does gender diversity on corporate boards reduce information asymmetry in equity markets?
Abad Díaz, David
;
Lucas-Pérez, María Encarnación
; …
- In:
Business research quarterly : BRQ
20
(
2017
)
3
,
pp. 192-205
Persistent link: https://www.econbiz.de/10011745442
Saved in:
1243
VPIN and the China's circuit-breaker
Zheng, Yameng
- In:
International journal of economics and finance
9
(
2017
)
12
,
pp. 126-133
Persistent link: https://www.econbiz.de/10011782866
Saved in:
1244
Hospitality REITs and financial crisis : a comprehensive assessment of market quality
Jain, Pawan
;
Robinson, Spenser J.
;
Singh, Arjun J.
; …
- In:
Journal of property investment & finance
35
(
2017
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10011706892
Saved in:
1245
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
1246
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
1247
Effects of lit and dark market fragmentation on liquidity
Gresse, Carole
- In:
Journal of financial markets
35
(
2017
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011820138
Saved in:
1248
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
1249
Preisfindung und Informationsführerschaft auf Aktienmärkten
Baule, Rainer
;
Tieves, Milena E.
;
Wilke, Hannes
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
46
(
2017
)
9
,
pp. 18-25
Persistent link: https://www.econbiz.de/10011870946
Saved in:
1250
Intraday volatility and the implementation of a closing call auction at Borsa Istanbul
Inci, Ahmet Can
;
Ozenbas, Deniz
- In:
Emerging markets review
33
(
2017
),
pp. 79-89
Persistent link: https://www.econbiz.de/10011803326
Saved in:
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