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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial markets"
~isPartOf:"Research in international business and finance"
~subject:"Volatilität"
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Search: subject_exact:"Market microstructure"
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Volatilität
Market microstructure
125
Marktmikrostruktur
124
Securities trading
45
Wertpapierhandel
45
Theorie
38
Theory
38
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Andersen, Torben
2
Bondarenko, Oleg
2
Easley, David
2
Marsh, Ian
2
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2
Phylaktis, Kate
2
Arjoon, Vaalmikki
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Bazzana, Flavio
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1
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1
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1
Ronen, Tavy
1
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International journal of finance & economics : IJFE
Journal of financial markets
Research in international business and finance
Journal of econometrics
41
Journal of banking & finance
13
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
SFB 649 discussion paper
7
Economic modelling
6
Journal of international financial markets, institutions & money
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
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Cambridge-INET working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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)
21
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1
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
2
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:
3
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
4
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
Saved in:
5
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
6
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
7
Intraday price discovery analysis in the foreign exchange market of an emerging economy : Mexico
Martinez, Valeria
;
Tse, Yiuman
- In:
Research in international business and finance
45
(
2018
),
pp. 271-284
Persistent link: https://www.econbiz.de/10011983258
Saved in:
8
Intraday price discovery in fragmented markets
Ozturk, Sait R.
;
Wel, Michel van der
;
Dijk, Dick van
- In:
Journal of financial markets
32
(
2017
),
pp. 28-48
Persistent link: https://www.econbiz.de/10011814977
Saved in:
9
Microstructures, financial reforms and informational efficiency in an emerging market
Arjoon, Vaalmikki
- In:
Research in international business and finance
36
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011594282
Saved in:
10
Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
Kitamura, Yoshihiro
- In:
Research in international business and finance
36
(
2016
),
pp. 436-446
Persistent link: https://www.econbiz.de/10011594524
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