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subject:"Elektronisches Handelssystem"
~isPartOf:"The European journal of finance"
~subject:"Finanzmarktregulierung"
~subject:"Wertpapierhandel"
~type_genre:"Article in journal"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Finanzmarktregulierung
Wertpapierhandel
Market microstructure
25
Marktmikrostruktur
25
Theorie
11
Theory
11
Devisenmarkt
10
Foreign exchange market
10
Securities trading
9
Exchange rate
8
Wechselkurs
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market microstructure
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Börsenkurs
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Handelsvolumen der Börse
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Share price
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Trading volume
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Volatility
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order flow
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Bid-ask spread
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Geld-Brief-Spanne
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foreign exchange
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Anlageverhalten
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Behavioural finance
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Electronic trading
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Liquidity
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liquidity
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Asymmetric information
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Asymmetrische Information
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Article in journal
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English
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Nolte, Ingmar
2
Nolte, Sandra
2
Aitken, Michael J.
1
Beltran Lopez, Helena
1
Benzaquen, Michael
1
Bouchaud, Jean-Philippe
1
Chalamandaris, George
1
Cumming, Douglas J.
1
Dunne, Peter G.
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Fosset, Antoine
1
Gramming, Joachim
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Huetl, Michael
1
Kirchner, Matthias
1
Loistl, Otto
1
Menkveld, Albert J.
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Moore, Michael J.
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Papavassiliou, Vasileios G.
1
Prix, Johannes
1
Theissen, Erik
1
Vetter, Silvan
1
Vlachogiannakis, Nikos E.
1
Zhan, Feng
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The European journal of finance
Journal of financial markets
36
Journal of banking & finance
26
Pacific-Basin finance journal
25
Quantitative finance
24
Market microstructure and liquidity
22
Finance research letters
21
Journal of international financial markets, institutions & money
21
Journal of financial economics
17
International review of financial analysis
13
The financial review : the official publication of the Eastern Finance Association
12
Journal of financial and quantitative analysis : JFQA
10
Research in international business and finance
10
Economic modelling
9
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
Applied mathematical finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The review of financial studies
6
The journal of trading
5
Asia-Pacific journal of financial studies
4
International journal of finance & economics : IJFE
4
Investment management and financial innovations
4
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics
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Applied economics letters
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Asia-Pacific financial markets
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Computational economics
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Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
10
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1
Hawkes model specification for limit order books
Kirchner, Matthias
;
Vetter, Silvan
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
Saved in:
2
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
3
Adverse-selection considerations in the market-making of corporate bonds
Chalamandaris, George
;
Vlachogiannakis, Nikos E.
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1673-1702
Persistent link: https://www.econbiz.de/10012314645
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
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
Saved in:
7
How do individual investors trade?
Nolte, Ingmar
;
Nolte, Sandra
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 921-947
Persistent link: https://www.econbiz.de/10009691774
Saved in:
8
Limit order books and trade informativeness
Beltran Lopez, Helena
;
Gramming, Joachim
;
Menkveld, …
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
Saved in:
9
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
Saved in:
10
Algorithmic trading patterns in Xetra orders
Prix, Johannes
;
Loistl, Otto
;
Huetl, Michael
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 717-739
Persistent link: https://www.econbiz.de/10003610013
Saved in:
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