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language:"eng"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~subject:"Market microstructure"
~subject:"Share price"
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Market microstructure
Share price
Securities trading
83
Wertpapierhandel
83
Börsenkurs
26
Marktmikrostruktur
25
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21
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Stenfors, Alexis
4
Ibikunle, Gbenga
3
Susai, Masayuki
3
Chelley-Steeley, Patricia L.
2
Gregoriou, Andros
2
Hudson, Robert
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Nolte, Ingmar
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Nolte, Sandra
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1
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Journal of international financial markets, institutions & money
The European journal of finance
Journal of financial markets
67
Journal of banking & finance
53
Pacific-Basin finance journal
47
Finance research letters
43
Journal of financial economics
34
Journal of empirical finance
33
International review of financial analysis
32
Quantitative finance
29
Market microstructure and liquidity
28
NBER working paper series
27
Working paper / National Bureau of Economic Research, Inc.
27
NBER Working Paper
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The review of financial studies
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International review of economics & finance : IREF
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The financial review : the official publication of the Eastern Finance Association
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Journal of economic dynamics & control
20
Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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Review of quantitative finance and accounting
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Applied economics
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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SAFE working paper
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The North American journal of economics and finance : a journal of financial economics studies
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CFS working paper series
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Economic modelling
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The journal of trading
14
Asia-Pacific journal of financial studies
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied mathematical finance
12
The journal of finance : the journal of the American Finance Association
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Emerging markets review
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International journal of theoretical and applied finance
11
CESifo working papers
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International journal of managerial finance : IJMF
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Investment management and financial innovations
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ECONIS (ZBW)
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1
Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Stenfors, Alexis
;
Dilshani, Kaveesha
;
Guo, Andy
;
Mere, Peter
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535735
Saved in:
2
Trade fragmentation and volatility-of-volatility networks
Bastidon, Cécile
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014494806
Saved in:
3
Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias
;
Levínský, René
- In:
The European journal of finance
29
(
2023
)
3
,
pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
Saved in:
4
Cross-market spoofing
Stenfors, Alexis
;
Doraghi, Mehrdaad
;
Soviany, Cristina
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014306362
Saved in:
5
Performance of intraday technical trading in China's gold market
Jin, Xiaoye
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412792
Saved in:
6
Hawkes model specification for limit order books
Kirchner, Matthias
;
Vetter, Silvan
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
Saved in:
7
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
8
Spoofing and pinging in foreign exchange markets
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012668408
Saved in:
9
Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
Petukhina, Alla A.
;
Reule, Raphael C. G.
;
Härdle, Wolfgang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10012424926
Saved in:
10
Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Ibikunle, Gbenga
;
Li, Youwei
;
Mare, Davide Salvatore
; …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820413
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