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isPartOf:"The review of financial studies"
~isPartOf:"Economic modelling"
~subject:"Market microstructure"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Geld-Brief-Spanne"
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Market microstructure
Bid-ask spread
35
Geld-Brief-Spanne
35
Börsenkurs
15
Share price
15
USA
15
United States
15
Theorie
13
Theory
13
Securities trading
10
Wertpapierhandel
10
Marktmikrostruktur
8
Transaction costs
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Electronic trading
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Elektronisches Handelssystem
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Liquidity
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Liquidität
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Börsenmakler
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Limit order book
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Market liquidity
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Marktliquidität
5
Speculation
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Stockbrokers
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Adverse Selektion
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Adverse selection
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Aktienmarkt
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Aktienoption
3
Asymmetric information
3
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3
China
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Aufsatz in Zeitschrift
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Bayona, Anna
1
Chu, Gang
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Chung, Huimin
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Dumitrescu, Ariadna
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Gao, Cheng
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Han, Yufeng
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Huang, Roger D.
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Lesmond, David
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Long, Xingchen
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Long, Yunshen
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Lu, Jie
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Madhavan, Ananth Narayan
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Manzano Tovar, Carolina
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Richardson, Matthew
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Roomans, Mark
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Wu, Liang
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The review of financial studies
Economic modelling
Journal of financial markets
21
Journal of international financial markets, institutions & money
14
Journal of financial economics
13
Pacific-Basin finance journal
11
Finance research letters
10
Market microstructure and liquidity
10
Journal of banking & finance
8
Journal of empirical finance
8
International review of financial analysis
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
The European journal of finance
5
The financial review : the official publication of the Eastern Finance Association
5
International journal of financial engineering
4
International journal of theoretical and applied finance
4
The journal of futures markets
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European financial management : the journal of the European Financial Management Association
3
International journal of economics and finance
3
Journal of economic dynamics & control
3
Review of quantitative finance and accounting
3
Applied economics
2
Applied economics letters
2
Asia-Pacific journal of financial studies
2
Banking and finance review
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Finance and stochastics
2
Global finance journal
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of economic interaction and coordination
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Journal of financial and quantitative analysis : JFQA
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Journal of financial education
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Journal of international money and finance
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ECONIS (ZBW)
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1
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
2
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
3
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
4
Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves
- In:
Economic modelling
81
(
2019
),
pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
Saved in:
5
An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin
;
Gao, Cheng
;
Lu, Jie
;
Mizrach, Bruce Marshall
- In:
Economic modelling
34
(
2013
),
pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
Saved in:
6
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
7
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
Saved in:
8
The components of the bid-ask spread : a general approach
Huang, Roger D.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 995-1034
Persistent link: https://www.econbiz.de/10001229608
Saved in:
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