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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Search: subject_exact:"Market microstructure"
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Börsenkurs
Volatilität
Market microstructure
36
Marktmikrostruktur
36
Devisenmarkt
15
Foreign exchange market
15
Volatility
13
Securities trading
11
Share price
11
Wertpapierhandel
11
Exchange rate
10
Wechselkurs
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Electronic trading
8
Elektronisches Handelssystem
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Aktienmarkt
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Stock market
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Theorie
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Theory
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Behavioural finance
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Emerging economies
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Schwellenländer
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Asymmetric information
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Asymmetrische Information
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Exchange rate policy
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Handelsvolumen der Börse
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Algorithmic trading
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Ankündigungseffekt
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Announcement effect
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Bid-ask spread
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Geld-Brief-Spanne
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High-frequency trading
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Liquidität
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order flow
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Marsh, Ian
2
Phylaktis, Kate
2
Aaron, Aurelius
1
Arjoon, Vaalmikki
1
Arroisi, Abdurrohman
1
Bazzana, Flavio
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Vitale, Paolo
1
Vortelinos, Dimitrios I.
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Wu, Xingying
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International journal of finance & economics : IJFE
Research in international business and finance
Journal of econometrics
45
Quantitative finance
30
Journal of financial markets
26
Journal of banking & finance
23
Pacific-Basin finance journal
23
International review of financial analysis
21
Journal of financial economics
20
Market microstructure and liquidity
20
Journal of empirical finance
17
Finance research letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of international financial markets, institutions & money
12
The financial review : the official publication of the Eastern Finance Association
12
CFS working paper series
11
Journal of economic dynamics & control
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Review of quantitative finance and accounting
10
SFB 649 discussion paper
10
The European journal of finance
10
The review of financial studies
10
Economic modelling
9
Journal of risk and financial management : JRFM
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
International journal of theoretical and applied finance
8
International review of economics & finance : IREF
8
Journal of financial and quantitative analysis : JFQA
8
NBER working paper series
8
Research paper series / Swiss Finance Institute
8
Applied mathematical finance
7
NES working paper series : working paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper
7
Applied economics
6
Cambridge working papers in economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER Working Paper
6
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ECONIS (ZBW)
20
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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
Order book price impact in the Chinese soybean futures market
Jin, Muzhao
;
Kearney, Fearghal
;
Li, Youwei
;
Yang, Yung …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 606-625
Persistent link: https://www.econbiz.de/10014253242
Saved in:
5
Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho
;
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248964
Saved in:
6
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:
7
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:
8
Do aggressive orders affect liquidity? : an evidence from an emerging market
Będowska-Sójka, Barbara
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581511
Saved in:
9
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:
10
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:
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