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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
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Search: subject_exact:"Market microstructure"
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Volatilität
Market microstructure
140
Marktmikrostruktur
140
Theorie
46
Theory
46
Securities trading
42
Wertpapierhandel
42
Börsenkurs
34
Share price
34
Devisenmarkt
31
Foreign exchange market
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28
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Liquidität
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Capital income
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Chang, Ming-Jen
2
Chen, Shikuan
2
Chien, Chih-Chung
2
Horst, Ulrich
2
Marsh, Ian
2
Phylaktis, Kate
2
Anagnostidis, Panagiotis
1
Anselmo, Peter C.
1
Cartea, Álvaro
1
Chan, Choon Chat
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1
Dhillon, Upinder S.
1
Dong, Yizhe
1
Duffuor, Kwabena
1
Fong, Wai-mun
1
Grammig, Joachim
1
Hautsch, Nikolaus
1
Hess, Dieter
1
Hou, Wenxuan
1
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1
Iwatsubo, Kentaro
1
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1
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1
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1
Liu, Junwei
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Liu, Zhi
1
Lo, Ingrid
1
McMillan, David G.
1
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International journal of finance & economics : IJFE
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of banking & finance
Journal of international financial markets, institutions & money
Journal of econometrics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International review of financial analysis
10
Quantitative finance
10
Journal of empirical finance
9
Finance research letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial economics
8
Journal of financial markets
8
Research in international business and finance
7
SFB 649 discussion paper
7
Economic modelling
6
Pacific-Basin finance journal
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CEFIR and NES working papers
5
CFS working paper series
5
Cambridge working papers in economics
5
Econometric reviews
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
NES working paper series : working paper
5
CESifo working papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance and stochastics
4
International review of economics & finance : IREF
4
Journal of financial econometrics
4
Market microstructure and liquidity
4
Research paper series / Swiss Finance Institute
4
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
Cambridge-INET working papers
3
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
3
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ECONIS (ZBW)
28
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1
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:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
4
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
5
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
6
The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
Saved in:
7
Why do carbon prices and price volatility change?
Ibrahim, Boulis Maher
;
Kalaitzoglou, Iordanis Angelos
- In:
Journal of banking & finance
63
(
2016
),
pp. 76-94
Persistent link: https://www.econbiz.de/10011634175
Saved in:
8
Trading breaks and asymmetric information : the option markets
Kaplanski, Guy
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
Saved in:
9
Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis
;
Kanas, Angelos
;
Papachristou, …
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
Saved in:
10
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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