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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~subject:"Aktienmarkt"
~subject:"Volatilität"
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Search: subject_exact:"Market microstructure"
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Aktienmarkt
Volatilität
Market microstructure
36
Marktmikrostruktur
36
Devisenmarkt
15
Foreign exchange market
15
Volatility
13
Börsenkurs
11
Securities trading
11
Share price
11
Wertpapierhandel
11
Exchange rate
10
Wechselkurs
10
Electronic trading
8
Elektronisches Handelssystem
8
Estimation
7
Schätzung
7
Stock market
7
Theorie
7
Theory
7
Anlageverhalten
6
Behavioural finance
6
Emerging economies
6
Schwellenländer
6
Asymmetric information
5
Asymmetrische Information
5
Exchange rate policy
5
Handelsvolumen der Börse
5
Liquidity
5
Trading volume
5
Wechselkurspolitik
5
Algorithmic trading
4
Ankündigungseffekt
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Announcement effect
4
Bid-ask spread
4
Geld-Brief-Spanne
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High-frequency trading
4
Liquidität
4
order flow
4
China
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Marsh, Ian
2
Phylaktis, Kate
2
Aaron, Aurelius
1
Arjoon, Vaalmikki
1
Arroisi, Abdurrohman
1
Bazzana, Flavio
1
Ben Ammar, Imen
1
Chang, Ming-Jen
1
Chen, Long
1
Chen, Shikuan
1
Chien, Chih-Chung
1
Dharma, Wirata A.
1
Duffuor, Kwabena
1
Ghadhab, Imen
1
Goudarzi, Mostafa
1
Hellara, Slaheddine
1
Iwatsubo, Kentaro
1
Karkowska, Renata
1
Kelejian, Harry H.
1
Kitamura, Yoshihiro
1
Koesrindartoto, Deddy P.
1
Kong, Sophie X.
1
Laakkonen, Helinä
1
Lanne, Markku
1
Lu, Jing
1
Martinez, Valeria
1
Mukerji, Purba
1
Palczewski, Andrzej
1
Tse, Yiuman
1
Vitale, Paolo
1
Vortelinos, Dimitrios I.
1
Wu, Xingying
1
Xiang, Cheng
1
Yin, Haiyuan
1
Yusgiantoro, Inka
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International journal of finance & economics : IJFE
Research in international business and finance
Journal of econometrics
41
Journal of banking & finance
16
International review of financial analysis
14
Finance research letters
13
Journal of empirical finance
13
Journal of financial markets
13
Pacific-Basin finance journal
13
Journal of financial economics
12
Journal of international financial markets, institutions & money
12
Quantitative finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
SFB 649 discussion paper
9
CFS working paper series
8
Economic modelling
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The European journal of finance
8
Journal of financial and quantitative analysis : JFQA
7
Market microstructure and liquidity
7
NES working paper series : working paper
7
Review of quantitative finance and accounting
7
Applied economics
6
CEFIR and NES working papers
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International review of economics & finance : IREF
6
Journal of economic behavior & organization : JEBO
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper
6
Cambridge working papers in economics
5
Econometric reviews
5
Economics letters
5
Journal of financial econometrics
5
Journal of international money and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Asia-Pacific journal of financial studies
4
CESifo working papers
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
Daily investor sentiment, order flow imbalance and stock liquidity : evidence from the Chinese stock market
Yin, Haiyuan
;
Wu, Xingying
;
Kong, Sophie X.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4816-4836
Persistent link: https://www.econbiz.de/10013461380
Saved in:
6
Who moves the stock market in an emerging country : institutional or retail investors?
Koesrindartoto, Deddy P.
;
Aaron, Aurelius
;
Yusgiantoro, Inka
- In:
Research in international business and finance
51
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012205486
Saved in:
7
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:
8
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:
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
Saved in:
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