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subject:"Asymmetrische Information"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of financial markets"
~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
192
Theorie
80
Theory
80
Securities trading
73
Wertpapierhandel
73
Börsenkurs
72
Share price
72
USA
42
United States
42
Bid-ask spread
41
Geld-Brief-Spanne
41
Liquidity
28
Volatilität
27
Bourse
26
Börse
26
Asymmetric information
22
Handelsvolumen der Börse
22
Liquidität
22
Trading volume
22
Electronic trading
17
Elektronisches Handelssystem
17
Aktienmarkt
15
Estimation
15
Schätzung
15
Stock market
15
Transaction costs
15
Transaktionskosten
15
Limit order book
14
Market liquidity
14
Marktliquidität
14
Financial market
12
Finanzmarkt
12
CAPM
11
Capital income
10
Efficient market hypothesis
10
Effizienzmarkthypothese
10
Kapitaleinkommen
10
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Online availability
All
Undetermined
67
Free
10
Type of publication
All
Article
191
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
192
Aufsatz in Zeitschrift
192
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Übersichtsarbeit
2
Conference proceedings
1
Konferenzschrift
1
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Language
All
English
192
Author
All
O'Hara, Maureen
10
Easley, David
5
Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Abergel, Frédéric
3
Andersen, Torben
3
Battalio, Robert H.
3
Cont, Rama
3
Lipson, Marc
3
López de Prado, Marcos M.
3
Odders-White, Elizabeth R.
3
Pagano, Michael S.
3
Ready, Mark J.
3
Subrahmanyam, Avanidhar
3
Asparouhova, Elena
2
Bloomfield, Robert
2
Bondarenko, Oleg
2
Bormetti, Giacomo
2
Chordia, Tarun
2
Chung, Kee H.
2
Conrad, Jennifer S.
2
Cucuringu, Mihai
2
Fleming, Michael J.
2
Frutos, Maria Angeles de
2
Grass, Gunnar
2
Jennings, Robert H.
2
Kavajecz, Kenneth A.
2
Lehalle, Charles-Albert
2
Lo, Andrew W.
2
Madhavan, Ananth Narayan
2
Madureira, Leonardo
2
Manzano Tovar, Carolina
2
Melvin, Michael
2
Menkhoff, Lukas
2
Mortal, Sandra
2
Muscarella, Chris J.
2
O'Neill, Michele
2
Rainone, Edoardo
2
Ranaldo, Angelo
2
Schwartz, Robert A.
2
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Published in...
All
Journal of economics and finance
Journal of financial economics
Journal of financial markets
Quantitative finance
Journal of banking & finance
72
Journal of econometrics
52
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
36
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
Journal of economic dynamics & control
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
The journal of futures markets
16
Economics letters
15
Research in international business and finance
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
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
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
12
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Source
All
ECONIS (ZBW)
192
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1
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10
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192
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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