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~subject:"Market microstructure"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Market microstructure
Prognoseverfahren
Marktmikrostruktur
1,516
Börsenkurs
900
Share price
900
Theorie
723
Theory
723
Securities trading
559
Wertpapierhandel
559
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508
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506
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455
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453
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391
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365
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365
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180
Handelsvolumen der Börse
179
Trading volume
179
Liquidität
175
Time series analysis
160
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160
Efficient market hypothesis
158
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O'Hara, Maureen
22
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13
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10
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10
Mykland, Per A.
10
Ryu, Doojin
10
Theissen, Erik
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Hung, Pi-Hsia
9
Sensoy, Ahmet
9
Grammig, Joachim
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Lepone, Andrew
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Li, Yingying
8
Menkhoff, Lukas
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Nolte, Ingmar
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Rime, Dagfinn
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
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Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
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Lehalle, Charles-Albert
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Lillo, Fabrizio
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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
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Journal of financial markets
89
Journal of banking & finance
74
Journal of financial economics
60
Journal of econometrics
52
Pacific-Basin finance journal
40
Quantitative finance
40
Journal of international financial markets, institutions & money
39
Journal of empirical finance
38
Finance research letters
36
International review of financial analysis
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
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
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
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 in international business and finance
16
Economics letters
15
The journal of futures markets
15
Economic modelling
14
Review of quantitative finance and accounting
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Applied economics
11
Journal of economic behavior & organization : JEBO
11
The journal of finance : the journal of the American Finance Association
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The journal of trading
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Applied mathematical finance
10
Asia-Pacific journal of financial studies
9
Cogent economics & finance
9
Econometrics : open access journal
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ECONIS (ZBW)
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1
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
2
Price improvement and execution risk in lit and dark markets
Brolley, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 863-886
Persistent link: https://www.econbiz.de/10012213246
Saved in:
3
Information content of inter-transaction time : a structural approach
Ryu, Doojin
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 697-711
Persistent link: https://www.econbiz.de/10011383043
Saved in:
4
Manipulation of the large shareholder with the existence of a potential raider
Hsu, Chih-hsiang
- In:
International journal of economics and finance
6
(
2014
)
2
,
pp. 40-49
Persistent link: https://www.econbiz.de/10010257691
Saved in:
5
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
6
Informed traders' arrival in foreign exchange markets : does geography matter?
Gençay, Ramazan
;
Gradojevic, Nikola
;
Olsen, Richard
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1431-1462
Persistent link: https://www.econbiz.de/10011377058
Saved in:
7
Informed trading in parallel bond markets
Paiardini, Paola
- In:
Journal of financial markets
26
(
2015
),
pp. 103-121
Persistent link: https://www.econbiz.de/10011477282
Saved in:
8
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:
9
Stock repurchases and liquidity
Hillert, Alexander
;
Maug, Ernst
;
Obernberger, Stefan
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 186-209
Persistent link: https://www.econbiz.de/10011589751
Saved in:
10
Informed trading and market structure
Cai, Charlie X.
;
Harris, Jeffrey H.
;
Hudson, Robert S.
; …
- In:
European financial management : the journal of the …
21
(
2015
)
1
,
pp. 148-177
Persistent link: https://www.econbiz.de/10010516692
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