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subject:"Elektronisches Handelssystem"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Exchange rate"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Exchange rate
Market microstructure
90
Marktmikrostruktur
90
Volatility
47
Volatilität
47
Estimation theory
31
Schätztheorie
31
Noise Trading
29
Noise trading
29
Theorie
28
Theory
28
Time series analysis
27
Zeitreihenanalyse
27
Börsenkurs
26
Share price
26
Estimation
20
Schätzung
20
Capital income
19
Kapitaleinkommen
19
Securities trading
17
Wertpapierhandel
17
Bid-ask spread
15
Geld-Brief-Spanne
15
Market microstructure noise
15
Electronic trading
13
High-frequency data
12
Devisenmarkt
11
Foreign exchange market
11
High frequency data
10
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10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Liquidity
9
Analysis of variance
8
Varianzanalyse
8
Aktienmarkt
7
Bourse
7
Börse
7
Microstructure
7
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7
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Article
16
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English
17
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Stenfors, Alexis
2
Susai, Masayuki
2
Anselmo, Peter C.
1
Aït-Sahalia, Yacine
1
Bibinger, Markus
1
Blennerhassett, Michael
1
Bowman, Robert G.
1
Broussard, John Paul
1
Brown, Philip
1
Brunetti, Celso
1
Chen, Fei
1
Chen, Jing
1
Diebold, Francis X.
1
Ding, Liang
1
Dong, Yizhe
1
Gau, Yin-feng
1
Hiltrop, Jonas
1
Hou, Wenxuan
1
Ibikunle, Gbenga
1
Kitamura, Yoshihiro
1
Li, Youwei
1
Liu, Hao-chen
1
Lyons, Richard K.
1
Mare, Davide Salvatore
1
McMillan, David G.
1
Neely, Christopher J.
1
Nikiforov, Andrei
1
Savaser, Tanseli
1
Schorfheide, Frank
1
Sun, Yuxin
1
Thomson, Nathanial
1
Trabatti, Mauro X.
1
Ulibarrí, Carlos A.
1
Walsh, David M.
1
Winkelmann, Lars
1
Witte, Mark David
1
Wu, Zhen-Xing
1
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Journal of econometrics
Journal of international financial markets, institutions & money
Journal of international money and finance
16
Journal of financial markets
12
The European journal of finance
11
Research in international business and finance
10
Market microstructure and liquidity
9
International journal of finance & economics : IJFE
8
International review of financial analysis
8
Journal of banking & finance
8
Working paper / Norges Bank
8
CESifo working papers
7
Quantitative finance
7
Economic modelling
6
Finance research letters
6
Journal of empirical finance
6
NBER Working Paper
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
Working paper
5
Working papers / Economics Department, Georgetown University
5
Discussion paper / Centre for Economic Policy Research
4
Europäische Hochschulschriften / 5
4
Gabler Edition Wissenschaft
4
Journal of financial economics
4
Pacific-Basin finance journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied mathematical finance
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Tinbergen Institute
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European financial management : the journal of the European Financial Management Association
3
Investment management and financial innovations
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Swiss Finance Institute Research Paper
3
The journal of trading
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ECONIS (ZBW)
17
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1
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17
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date (oldest first)
1
Informativeness of trades around macroeconomic announcements in the foreign exchange market
Wu, Zhen-Xing
;
Gau, Yin-feng
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357272
Saved in:
2
Spoofing and pinging in foreign exchange markets
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012668408
Saved in:
3
Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Ibikunle, Gbenga
;
Li, Youwei
;
Mare, Davide Salvatore
; …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820413
Saved in:
4
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
5
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
6
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
7
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
8
The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
Saved in:
9
Intraday periodicity in algorithmic trading
Broussard, John Paul
;
Nikiforov, Andrei
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011293765
Saved in:
10
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
1
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