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subject:"Elektronisches Handelssystem"
~subject:"Bid-ask spread"
~subject:"Devisenmarkt"
~subject:"Exchange rate"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Bid-ask spread
Devisenmarkt
Exchange rate
Market microstructure
3,027
Marktmikrostruktur
3,025
Theorie
1,276
Theory
1,241
Börsenkurs
947
Share price
925
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896
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875
Volatilität
602
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456
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368
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276
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Behavioural finance
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Rime, Dagfinn
42
Theissen, Erik
23
Taylor, Mark P.
22
Evans, Martin D. D.
21
Kyle, Albert S.
21
Menkhoff, Lukas
20
Reitz, Stefan
18
Lyons, Richard K.
16
Cheung, Yin-Wong
11
Gradojevic, Nikola
11
Melvin, Michael
11
O'Hara, Maureen
11
Osler, Carol
11
Frömmel, Michael
10
Loretan, Mico
10
Obizhaeva, Anna A.
10
Obižaeva, Anna
10
Schmeling, Maik
10
Chinn, Menzie David
9
Evans, Martin D.D.
9
Hautsch, Nikolaus
9
Marsh, Ian
9
Mende, Alexander
9
Vitale, Paolo
9
Abergel, Frédéric
8
Moinas, Sophie
8
Ranaldo, Angelo
8
Sarno, Lucio
8
Schmidt, Markus A.
8
Ap Gwilym, Owain
7
Bjønnes, Geir H.
7
Cerrato, Mario
7
Easley, David
7
King, Michael R.
7
Moore, Michael
7
Payne, Richard
7
Stoll, Hans R.
7
Breedon, Francis J.
6
Cartea, Álvaro
6
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6
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Books on Demand GmbH <Norderstedt>
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Oxford Financial Research Centre
1
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1
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Journal of financial markets
33
Journal of international financial markets, institutions & money
27
Journal of international money and finance
25
Journal of banking & finance
20
Finance research letters
17
The European journal of finance
17
Journal of financial economics
16
Market microstructure and liquidity
16
International journal of finance & economics : IJFE
15
Journal of empirical finance
15
Pacific-Basin finance journal
15
International review of financial analysis
14
Quantitative finance
13
Economic modelling
12
Research in international business and finance
11
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
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Working papers / Economics Department, Georgetown University
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Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
Research paper series / Swiss Finance Institute
7
The review of financial studies
7
Europäische Hochschulschriften / 5
6
Gabler Edition Wissenschaft
6
NES working paper series : working paper
6
The financial review : the official publication of the Eastern Finance Association
6
The journal of futures markets
6
Economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
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)
1,061
EconStor
16
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61
The foreign exchange market
Chaboud, Alain
;
Rime, Dagfinn
;
Sushko, Vladyslav
- In:
Research handbook of financial markets
,
(pp. 253-275)
.
2023
Persistent link: https://www.econbiz.de/10014331062
Saved in:
62
Tick size, trading strategies, and market quality
Werner, Ingrid M.
;
Rindi, Barbara
;
Buti, Sabrina
;
Wen, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
Saved in:
63
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
64
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
65
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
66
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
67
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
68
Microstructure and high-frequency price discovery in the soybean complex
Zhou, Xinquan
;
Bagnarosa, Guillaume
;
Gohin, Alexandre
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426684
Saved in:
69
Modeling bid and ask price dynamics with an extended hawkes process and its empirical applications for high-frequency stock market data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1099-1142
Persistent link: https://www.econbiz.de/10014391445
Saved in:
70
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.
;
Turiel, Jeremy
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
Saved in:
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