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Exchange-traded funds : an overview of institutions, trading, and impacts

Madhavan, Ananth Narayan - In: Annual review of financial economics 6 (2014), pp. 311-341

Persistent link: https://www.econbiz.de/10010492506

Econometric analysis of financial transaction data : Pitfalls and opportunities

Hautsch, Nikolaus; Pohlmeier, Winfried - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 5-30

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Multi-agent market modeling: a survey

Zimmermann, Hans Georg; Grothmann, Ralph; Stolz, Carsten - In: Zeitreihenanalyse in der empirischen …, (pp. 197-230). 2004

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The microstructure of the foreign-exchange market : a selective survey of the literature

Sarno, Lucio; Taylor, Mark P. - 2001

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Market microstructure : a survey

Madhavan, Ananth Narayan - In: Journal of financial markets 3 (2000) 3, pp. 205-258

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Market microstructure : a survey of microfoundations, empirical results, and policy implications

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Would there ever be consensus value and source of the equity risk premium? : A review of the extant literature

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Microscopic models of financial markets

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This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...

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A guided tour of the market microstructure approach to exchange rate determination

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Limit order markets : a survey

Parlour, Christine A.; Seppi, Duane J. - In: Handbook of financial intermediation and banking, (pp. 63-96). 2008

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