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subject:"Elektronisches Handelssystem"
~isPartOf:"Economic modelling"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of trading"
~isPartOf:"Working paper / Centre for Financial Research"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Market microstructure
71
Marktmikrostruktur
71
Securities trading
34
Wertpapierhandel
34
Börsenkurs
30
Share price
30
Theorie
22
Theory
22
Volatility
18
Volatilität
18
Electronic trading
15
Aktienmarkt
14
Bid-ask spread
14
Estimation
14
Geld-Brief-Spanne
14
Schätzung
14
Stock market
14
USA
13
United States
13
Bourse
9
Börse
9
Liquidity
9
Asymmetric information
8
Asymmetrische Information
8
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Liquidität
8
Market liquidity
8
Marktliquidität
8
Handelsvolumen der Börse
7
Trading volume
7
Anlageverhalten
6
Behavioural finance
6
Noise Trading
6
Noise trading
6
Deutschland
5
Devisenmarkt
5
Exchange rate
5
Financial market
5
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8
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3
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Article
12
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3
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12
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12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
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English
15
Author
All
Blocher, Jesse
2
Cooper, Rick
2
Seddon, Jonathan
2
Theissen, Erik
2
Van Vliet, Benjamin
2
Arumugam, Devika
1
Baron, Matthew
1
Beltran Lopez, Helena
1
Brogaard, Jonathan
1
Chen, Xinyun
1
Dyhrberg, Anne Haubo
1
Foley, Sean
1
Foucault, Thierry
1
Fraenkle, Jan
1
Giot, Pierre
1
Grammig, Joachim
1
Gsell, Markus
1
Hagströmer, Björn
1
Hasbrouck, Joel
1
Kirilenko, Andrei
1
Li, Zhicheng
1
McBurney, Peter
1
Moinas, Sophie
1
Musial, Katarzyna
1
Perotti, Pietro
1
Račev, Svetlozar T.
1
Santosa, Perdana Wahyu
1
Sermpinis, Georgios
1
Svec, Jiri
1
Verousis, Thanos
1
Xing, Haipeng
1
Zhang, Junhuan
1
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Economic modelling
Investment management and financial innovations
Journal of financial and quantitative analysis : JFQA
Review of quantitative finance and accounting
The journal of trading
Working paper / Centre for Financial Research
Journal of international financial markets, institutions & money
10
Journal of financial markets
8
Market microstructure and liquidity
8
Research in international business and finance
7
Journal of banking & finance
6
Quantitative finance
6
International review of financial analysis
5
Finance research letters
4
Gabler Edition Wissenschaft
4
Journal of empirical finance
4
Pacific-Basin finance journal
4
Applied mathematical finance
3
Journal of econometrics
3
Journal of financial economics
3
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research paper series / Swiss Finance Institute
3
The European journal of finance
3
The review of financial studies
3
Working paper
3
CESifo working papers
2
CFS Working Paper
2
CFS working paper series
2
Discussion paper
2
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
2
European financial management : the journal of the European Financial Management Association
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Journal of risk and financial management : JRFM
2
LEM working paper series
2
SRC discussion paper : discussion paper series
2
Swiss Finance Institute Research Paper
2
The Oxford handbook of computational economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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1
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10
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15
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date (oldest first)
1
When bigger is better : the impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo
;
Foley, Sean
;
Svec, Jiri
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2387-2416
Persistent link: https://www.econbiz.de/10014365197
Saved in:
2
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
3
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
4
Determinants of price reversal in high-frequency trading : empirical evidence from Indonesia
Santosa, Perdana Wahyu
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 175-187
Persistent link: https://www.econbiz.de/10012300573
Saved in:
5
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
6
Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Zhang, Junhuan
;
McBurney, Peter
;
Musial, Katarzyna
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 301-352
Persistent link: https://www.econbiz.de/10011979118
Saved in:
7
One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Verousis, Thanos
;
Perotti, Pietro
;
Sermpinis, Georgios
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 353-392
Persistent link: https://www.econbiz.de/10011979139
Saved in:
8
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
13
(
2018
)
4
,
pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
Saved in:
9
High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
Saved in:
10
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
11
(
2016
)
3
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011697583
Saved in:
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