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subject:"Elektronisches Handelssystem"
~person:"Foucault, Thierry"
~person:"O'Hara, Maureen"
~subject:"Anlageverhalten"
~subject:"Liquidität"
~type_genre:"Aufsatz in Zeitschrift"
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Elektronisches Handelssystem
Anlageverhalten
Liquidität
Market microstructure
25
Marktmikrostruktur
25
Securities trading
11
Wertpapierhandel
11
Theorie
8
Theory
8
Börsenkurs
6
Electronic trading
6
Share price
6
Asymmetric information
5
Asymmetrische Information
5
Bourse
5
Börse
5
USA
5
United States
5
Bid-ask spread
4
CAPM
4
Financial market
4
Finanzmarkt
4
Geld-Brief-Spanne
4
Liquidity
4
VPIN
4
Aktienmarkt
3
Financial crisis
3
Finanzkrise
3
Flash crash
3
Stock market
3
Volatility
3
Volatilität
3
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Flow toxicity
2
Forecasting model
2
France
2
Frankreich
2
Handelsvolumen der Börse
2
High-frequency trading
2
Order flow toxicity
2
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Article
9
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Aufsatz in Zeitschrift
Article in journal
9
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
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English
9
Author
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Foucault, Thierry
O'Hara, Maureen
Hung, Pi-Hsia
6
Theissen, Erik
6
Easley, David
5
Abergel, Frédéric
4
Andersen, Torben
4
Cartea, Álvaro
4
Grammig, Joachim
4
Lien, Da-hsiang Donald
4
Ben Ammar, Imen
3
Blocher, Jesse
3
Cebiroglu, Gökhan
3
Cooper, Rick
3
Garvey, Ryan
3
Hautsch, Nikolaus
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Ibikunle, Gbenga
3
Jaimungal, Sebastian
3
Kallinterakis, Vasileios
3
Kyle, Albert S.
3
Menkveld, Albert J.
3
Nolte, Ingmar
3
Pani, Sudhanshu
3
Perlin, Marcelo Scherer
3
Rindi, Barbara
3
Saad, Mohsen M.
3
Schöneborn, Torsten
3
Seddon, Jonathan
3
Sensoy, Ahmet
3
Tayeh, Mohammad
3
Van Vliet, Benjamin
3
Westerhoff, Frank H.
3
Alfonsi, Aurélien
2
Anagnostidis, Panagiotis
2
Anderson, Hamish D.
2
Archakov, Ilya
2
Arumugam, Devika
2
Banerjee, Anirban
2
Bel Hadj Ayed, Ahmed
2
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Journal of financial markets
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Journal of financial economics
1
Review of asset pricing studies : RAPS
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
9
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1
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
2
Relative tick size and the trading environment
O'Hara, Maureen
;
Saar, Gideon
;
Zhong, Zhou
- In:
Review of asset pricing studies : RAPS
9
(
2019
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10012163291
Saved in:
3
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
Saved in:
4
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
5
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
6
The microstructure of the "flash crash" : flow toxicity, liquidity crashes, and the probability of informed trading
Easley, David
;
Prado, Marcos M. López de
;
O'Hara, Maureen
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 118-128
Persistent link: https://www.econbiz.de/10009273900
Saved in:
7
Microstructure and ambiguity
Easley, David
;
O'Hara, Maureen
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1817-1846
Persistent link: https://www.econbiz.de/10008668130
Saved in:
8
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Saved in:
9
Presidential address : liquidity and price discovery
O'Hara, Maureen
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1335-1354
Persistent link: https://www.econbiz.de/10001780663
Saved in:
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