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subject:"Asymmetrische Information"
~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
103
Börsenkurs
50
Share price
50
Theorie
49
Theory
49
Securities trading
39
Wertpapierhandel
39
USA
26
United States
26
Bid-ask spread
20
Geld-Brief-Spanne
20
Volatilität
19
Bourse
16
Börse
16
Liquidity
14
Estimation
13
Schätzung
13
Liquidität
12
Asymmetric information
10
Handelsvolumen der Börse
10
Trading volume
10
Electronic trading
9
Elektronisches Handelssystem
9
Limit order book
9
Financial market
8
Finanzmarkt
8
Stochastic process
8
Stochastischer Prozess
8
Aktienmarkt
7
CAPM
7
Capital income
7
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
Stock market
7
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Online availability
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Undetermined
43
Free
9
Type of publication
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Article
103
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Article in journal
103
Aufsatz in Zeitschrift
103
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
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English
103
Author
All
O'Hara, Maureen
7
Bouchaud, Jean-Philippe
4
Lillo, Fabrizio
4
Abergel, Frédéric
3
Cont, Rama
3
Subrahmanyam, Avanidhar
3
Bloomfield, Robert
2
Bormetti, Giacomo
2
Chordia, Tarun
2
Chung, Kee H.
2
Conrad, Jennifer S.
2
Cucuringu, Mihai
2
Easley, David
2
Lehalle, Charles-Albert
2
O'Neill, Michele
2
Ready, Mark J.
2
Schwert, George William
2
Sornette, Didier
2
Swisher, Judith
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wahal, Sunil
2
Wehrli, Alexander
2
Achab, Massil
1
Aggarwal, Reena
1
Akey, Pat
1
Alemany, N.
1
Amihud, Yakov
1
Angel, James J.
1
Antonov, Anton
1
Aragó Manzana, Vicent
1
Asparouhova, Elena
1
Aït-Sahalia, Yacine
1
Bacry, E.
1
Bandi, Federico M.
1
Barclay, Michael J.
1
Basu, Soumya
1
Bel Hadj Ayed, Ahmed
1
Bellani, Claudio
1
Bessembinder, Hendrik
1
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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
International review of financial analysis
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
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
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)
103
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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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