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subject:"Elektronisches Handelssystem"
~isPartOf:"Economic modelling"
~isPartOf:"The European journal of finance"
~subject:"Devisenmarkt"
~subject:"Exchange rate"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Devisenmarkt
Exchange rate
Market microstructure
38
Marktmikrostruktur
38
Theorie
18
Theory
18
Securities trading
17
Wertpapierhandel
17
Foreign exchange market
14
Börsenkurs
12
Share price
12
Volatility
12
Volatilität
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Wechselkurs
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Bid-ask spread
9
Geld-Brief-Spanne
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Handelsvolumen der Börse
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market microstructure
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Aktienmarkt
6
Estimation
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Schätzung
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Stock market
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order flow
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Anlageverhalten
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Asymmetric information
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Kapitaleinkommen
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Limit order book
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foreign exchange
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20
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Daníelsson, Jón
2
Gradojevic, Nikola
2
Nolte, Ingmar
2
Nolte, Sandra
2
Payne, Richard
2
Reitz, Stefan
2
Schmidt, Markus A.
2
Taylor, Mark P.
2
Agbola, Frank Wogbe
1
Aitken, Michael J.
1
Arumugam, Devika
1
Beltran Lopez, Helena
1
Cai, Charlie X.
1
Chen, Xinyun
1
Cumming, Douglas J.
1
El Ouadghiri, Imane
1
Ferré Carracedo, Montserrat
1
Fiess, Norbert M.
1
Gençay, Ramazan
1
Gramming, Joachim
1
Jahanshahloo, Hossein
1
Katusiime, Lorna
1
Lento, Camillo
1
Li, Zhicheng
1
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MacDonald, Ronald
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Manzano Tovar, Carolina
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Shamsuddin, Abul
1
Theissen, Erik
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Uctum, Remzi
1
Vitale, Paolo
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Economic modelling
The European journal of finance
Journal of international money and finance
25
Journal of international financial markets, institutions & money
18
International journal of finance & economics : IJFE
15
Journal of financial markets
15
Journal of banking & finance
13
Research in international business and finance
10
International review of financial analysis
9
Market microstructure and liquidity
9
Working paper / Norges Bank
9
Working papers / Economics Department, Georgetown University
9
Journal of empirical finance
8
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
8
CESifo working papers
7
Finance research letters
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Quantitative finance
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Discussion paper / Centre for Economic Policy Research
6
Journal of financial economics
6
NBER Working Paper
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Pacific-Basin finance journal
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6
Europäische Hochschulschriften / 5
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Journal of international economics
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
4
Discussion Paper Series 1
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Discussion paper / Deutsche Bundesbank
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Gabler Edition Wissenschaft
4
IMF working papers
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
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1
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:
2
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:
3
Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein
;
Cai, Charlie X.
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
Saved in:
4
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
Saved in:
5
The information content of retail investors' order flow
Nolte, Ingmar
;
Nolte, Sandra
- In:
The European journal of finance
22
(
2016
)
1/3
,
pp. 80-104
Persistent link: https://www.econbiz.de/10011419948
Saved in:
6
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
7
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
8
Financial intermediation and the role of price discrimination in the foreign exchange market
Reitz, Stefan
;
Schmidt, Markus A.
;
Taylor, Mark P.
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 629-645
Persistent link: https://www.econbiz.de/10011301207
Saved in:
9
Macroeconomic and market microstructure modelling of Ugandan exchange rate
Katusiime, Lorna
;
Shamsuddin, Abul
;
Agbola, Frank Wogbe
- In:
Economic modelling
45
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011334129
Saved in:
10
Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan
;
Gradojevic, Nikola
- In:
Economic modelling
33
(
2013
),
pp. 86-93
Persistent link: https://www.econbiz.de/10010192040
Saved in:
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