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subject:"Asymmetrische Information"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
~subject:"Marktmikrostruktur"
~subject:"Volatility"
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Search: subject_exact:"Marktmikrostruktur"
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Asymmetrische Information
Marktmikrostruktur
Volatility
Market microstructure
159
Börsenkurs
76
Share price
76
Theorie
72
Theory
72
Securities trading
59
Wertpapierhandel
59
Bid-ask spread
30
Geld-Brief-Spanne
30
Volatilität
30
USA
27
United States
27
Handelsvolumen der Börse
23
Trading volume
23
Estimation
21
Schätzung
21
Bourse
19
Börse
19
Liquidity
18
Asymmetric information
16
Electronic trading
16
Elektronisches Handelssystem
16
Liquidität
15
Aktienmarkt
13
Limit order book
13
Stock market
13
Financial market
12
Finanzmarkt
12
Anlageverhalten
10
Behavioural finance
10
Capital income
10
Kapitaleinkommen
10
Stochastic process
10
Stochastischer Prozess
10
Devisenmarkt
9
Efficient market hypothesis
9
Effizienzmarkthypothese
9
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Undetermined
70
Free
9
Type of publication
All
Article
158
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
158
Aufsatz in Zeitschrift
158
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
159
Author
All
O'Hara, Maureen
7
Lillo, Fabrizio
5
Bouchaud, Jean-Philippe
4
Abergel, Frédéric
3
Cont, Rama
3
Subrahmanyam, Avanidhar
3
Tóth, Bence
3
Bloomfield, Robert
2
Bormetti, Giacomo
2
Chau, Frankie
2
Chiarella, Carl
2
Chordia, Tarun
2
Chung, Kee H.
2
Conrad, Jennifer S.
2
Cucuringu, Mihai
2
Easley, David
2
Frijns, Bart
2
Gao, Xuefeng
2
He, Xue-zhong
2
Iori, Giulia
2
Lai, Hung-neng
2
Lehalle, Charles-Albert
2
O'Neill, Michele
2
Ready, Mark J.
2
Schwert, George William
2
Sensoy, Ahmet
2
Sornette, Didier
2
Swisher, Judith
2
Taranto, Damian Eduardo
2
Wahal, Sunil
2
Wang, Jian-xin
2
Wehrli, Alexander
2
Wei, Lijian
2
Achab, Massil
1
Aggarwal, Reena
1
Ahmad, Nisar
1
Ahmed, Sheraz
1
Akey, Pat
1
Alemany, N.
1
Alexander, Carol
1
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Published in...
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International review of financial analysis
Journal of economic dynamics & control
Journal of economics and finance
Journal of financial economics
Quantitative finance
Journal of financial markets
88
Journal of banking & finance
72
Journal of econometrics
52
Pacific-Basin finance journal
39
Journal of international financial markets, institutions & money
38
Finance research letters
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Economics letters
15
Research in international business and finance
15
The journal of futures markets
15
Working paper
15
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Economic modelling
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
12
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ECONIS (ZBW)
159
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
5
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
6
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
7
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
8
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
9
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
10
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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