//--> //--> //--> //-->
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
~accessRights:"restricted"
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:"Marktmikrostrukturtheorie"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Market microstructure
695
Marktmikrostruktur
695
Börsenkurs
310
Share price
310
Securities trading
296
Wertpapierhandel
296
Theorie
248
Theory
248
Volatility
188
Volatilität
188
Bid-ask spread
134
Geld-Brief-Spanne
134
Estimation
133
Schätzung
133
Liquidity
121
Electronic trading
120
Elektronisches Handelssystem
120
Aktienmarkt
118
Stock market
116
Börse
99
Bourse
97
Financial market
91
Finanzmarkt
91
Liquidität
91
Anlageverhalten
82
Behavioural finance
81
Asymmetric information
80
Asymmetrische Information
80
Handelsvolumen der Börse
74
Market liquidity
74
Trading volume
74
Marktliquidität
72
Capital income
70
Kapitaleinkommen
70
Noise Trading
70
Noise trading
70
market microstructure
64
Devisenmarkt
60
Foreign exchange market
60
Estimation theory
59
more ...
less ...
Online availability
All
Undetermined
Free
1,005
Type of publication
All
Article
643
Book / Working Paper
57
Journal
1
Type of publication (narrower categories)
All
Article in journal
628
Aufsatz in Zeitschrift
628
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Aufsatz im Buch
12
Book section
12
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
3
Systematic review
3
Übersichtsarbeit
3
Collection of articles of several authors
2
Hochschulschrift
2
Sammelwerk
2
Thesis
2
Bibliografie
1
Lehrbuch
1
more ...
less ...
Language
All
English
697
German
4
Author
All
Hung, Pi-Hsia
9
Ryu, Doojin
8
Bouchaud, Jean-Philippe
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lillo, Fabrizio
7
Sensoy, Ahmet
7
Li, Yingying
6
O'Hara, Maureen
6
Obižaeva, Anna
6
Lehalle, Charles-Albert
5
Liu, Zhi
5
Mykland, Per A.
5
Pani, Sudhanshu
5
Yamamoto, Ryuichi
5
Abergel, Frédéric
4
Bollerslev, Tim
4
Cartea, Álvaro
4
Easley, David
4
Frijns, Bart
4
Garvey, Ryan
4
Gau, Yin-feng
4
Harris, Milton
4
Hautsch, Nikolaus
4
Kōnstantinidēs, Giōrgos
4
Nolte, Ingmar
4
Piccotti, Louis R.
4
Potiron, Yoann
4
Rime, Dagfinn
4
Rosenbaum, Mathieu
4
Stenfors, Alexis
4
Stulz, René M.
4
Toke, Ioane Muni
4
Anagnostidis, Panagiotis
3
Andersen, Torben
3
Arjoon, Vaalmikki
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Buccheri, Giuseppe
3
Capponi, Agostino
3
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
De Gruyter Oldenbourg
1
Published in...
All
Journal of econometrics
32
Finance research letters
31
Quantitative finance
29
Market microstructure and liquidity
25
Journal of financial markets
24
Pacific-Basin finance journal
21
Journal of banking & finance
18
International review of financial analysis
16
Journal of international financial markets, institutions & money
16
International review of economics & finance : IREF
14
Research in international business and finance
14
Discussion paper / Centre for Economic Policy Research
13
Journal of financial economics
13
Journal of economic dynamics & control
12
Journal of empirical finance
11
Journal of international money and finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
SpringerLink / Bücher
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
10
Economics letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of financial and quantitative analysis : JFQA
9
The European journal of finance
9
Applied economics
8
Review of quantitative finance and accounting
8
Applied mathematical finance
7
Computational economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The financial review : the official publication of the Eastern Finance Association
6
Applied economics letters
5
Discussion papers / CEPR
5
International journal of theoretical and applied finance
5
Journal of economic theory
5
Journal of financial econometrics
5
Emerging markets review
4
Finance and stochastics
4
Handbooks in economics
4
International journal of finance & economics : IJFE
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
701
Showing
1
-
50
of
701
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-term securities market surveillance measures and market performance : an empirical analysis
Chari, Latha
;
Inamdar, Mohd Merajuddin
- In:
Review of Pacific Basin financial markets and policies …
27
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014575263
Saved in:
2
Assessing commonality in liquidity : evidence from an emerging market's index stocks
Kumar, Gaurav
;
Misra, Arun Kumar
;
Pant, Abhay
;
Rahman, …
- In:
Global business review
25
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014634222
Saved in:
3
Strategic liquidity provision in high-frequency trading
Hayashi, Takaki
;
Nishide, Katsumasa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543525
Saved in:
4
Short-term stock price trend prediction with imaging high frequency limit order book data
Ye, Wuyi
;
Yang, Jinting
;
Chen, Pengzhan
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1189-1205
Persistent link: https://www.econbiz.de/10014547269
Saved in:
5
Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.
;
Barratt, Joshua G.
- In:
Review of financial economics : RFE
42
(
2024
)
2
,
pp. 148-185
Persistent link: https://www.econbiz.de/10014535095
Saved in:
6
Informed trading intensity
Bogousslavsky, Vincent
;
Fos, Vyacheslav
;
Muravyev, Dmitriy
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 903-948
Persistent link: https://www.econbiz.de/10014535294
Saved in:
7
Dynamics of market making algorithms in dealer markets : learning and tacit collusion
Cont, Rama
;
Xiong, Wei
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 467-521
Persistent link: https://www.econbiz.de/10014514776
Saved in:
8
The papers I can't write
Schultz, Paul H.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10014483128
Saved in:
9
Determinants of commodity market liquidity
Jain, Pankaj K.
;
Kayhan, Ayla
;
Onur, Esen
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 9-30
Persistent link: https://www.econbiz.de/10014483130
Saved in:
10
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
Saved in:
11
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:
12
Proprietary algorithmic traders and liquidity supply during the pandemic
Banerjee, Anirban
;
Nawn, Samarpan
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014491011
Saved in:
13
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:
14
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:
15
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
16
Trade fragmentation and volatility-of-volatility networks
Bastidon, Cécile
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014494806
Saved in:
17
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:
18
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
19
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
20
Forced consolidation
Pomeranets, Anna
;
Weaver, Daniel G.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
Saved in:
21
Financial market development and the microstructure of corporate bond markets in Africa : a survey
Oluoch, Wycliffe
;
Ojah, Kalu
- In:
African finance journal
26
(
2024
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014637278
Saved in:
22
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
23
Is there a time-varying nexus between stock market liquidity and informational efficiency? : a cross-regional evidence
Patra, Subhamitra
;
Hiremath, Gourishankar S.
- In:
Studies in economics and finance
41
(
2024
)
4
,
pp. 796-844
Persistent link: https://www.econbiz.de/10015050080
Saved in:
24
Missing markets : microstructure and liquidity on the 19th century london stock exchange
Esteves, Rui Pedro
;
Mesevage, Gabriel Geisler
-
2024
Persistent link: https://www.econbiz.de/10014526314
Saved in:
25
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
26
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
27
The performance of selected high-frequency trading proxies : an application on Turkish index futures market
Olgun, Onur
;
Ekinci, Cumhur
;
Arıkan, Ramazan
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014552886
Saved in:
28
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:
29
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
30
Feedback trading : a review of theory and empirical evidence
Economou, Fotini
;
Gavriilidis, Konstantinos
;
Ge̜bka, …
- In:
Review of behavioral finance : RBF
15
(
2023
)
4
,
pp. 429-476
Persistent link: https://www.econbiz.de/10014340871
Saved in:
31
Feedback trading in global stock markets under uncertainty of COVID-19
Alp Coşkun, Esra
- In:
Review of behavioral finance : RBF
15
(
2023
)
5
,
pp. 750-778
Persistent link: https://www.econbiz.de/10014340969
Saved in:
32
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
33
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
34
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung
;
Chen, Shikuan
;
Chang, Ming-Jen
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Saved in:
35
Order book price impact in the Chinese soybean futures market
Jin, Muzhao
;
Kearney, Fearghal
;
Li, Youwei
;
Yang, Yung …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 606-625
Persistent link: https://www.econbiz.de/10014253242
Saved in:
36
Magnet effects of circuit breakers in electronic order-driven markets : evidence from China
Xiang, Cheng
;
Lu, Jing
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1450-1469
Persistent link: https://www.econbiz.de/10014253413
Saved in:
37
Competition between securities markets : stock exchange industry regulation in the Paris financial center at the turn of the twentieth century
Hautcoeur, Pierre-Cyrille
;
Rezaee, Amir
;
Riva, Angelo
- In:
Cliometrica : journal of historical economics and …
17
(
2023
)
2
,
pp. 261-299
Persistent link: https://www.econbiz.de/10014253840
Saved in:
38
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
39
Trade informativeness in modern markets
Nawn, Samarpan
;
Raizada, Gaurav
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10013540889
Saved in:
40
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 427-486
Persistent link: https://www.econbiz.de/10014311365
Saved in:
41
Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
Saved in:
42
The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
43
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
44
The repo market
Munyan, Benjamin
- In:
Research handbook of financial markets
,
(pp. 237-252)
.
2023
Persistent link: https://www.econbiz.de/10014331061
Saved in:
45
The foreign exchange market
Chaboud, Alain
;
Rime, Dagfinn
;
Sushko, Vladyslav
- In:
Research handbook of financial markets
,
(pp. 253-275)
.
2023
Persistent link: https://www.econbiz.de/10014331062
Saved in:
46
Equity trading
Fohlin, Caroline
- In:
Research handbook of financial markets
,
(pp. 358-377)
.
2023
Persistent link: https://www.econbiz.de/10014331077
Saved in:
47
Intraday analysis of regulation change in microstructure : evidence from an emerging market
Kadioglu, Eyup
- In:
International journal of emerging markets
18
(
2023
)
5
,
pp. 1216-1235
Persistent link: https://www.econbiz.de/10014333628
Saved in:
48
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata
;
Palczewski, Andrzej
- In:
Research in international business and finance
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Saved in:
49
Informed options strategies before corporate events
Augustin, Patrick
;
Brenner, Menachem
;
Grass, Gunnar
; …
- In:
Journal of financial markets
63
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014278622
Saved in:
50
When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo
;
Foley, Sean
;
Svec, Jiri
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->