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~accessRights:"restricted"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Probability theory and stochastic modelling"
~isPartOf:"Research in international business and finance"
~subject:"Asymmetrische Information"
~subject:"High-frequency trading"
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Asymmetrische Information
High-frequency trading
Market microstructure
18
Marktmikrostruktur
18
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9
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9
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Bazzana, Flavio
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Danilova, Albina
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Probability theory and stochastic modelling
Research in international business and finance
Journal of international financial markets, institutions & money
7
Finance research letters
6
International review of economics & finance : IREF
5
International review of financial analysis
5
Journal of empirical finance
5
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4
Journal of economic dynamics & control
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Pacific-Basin finance journal
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Journal of international money and finance
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ECONIS (ZBW)
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1
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:
2
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata
;
Palczewski, Andrzej
- In:
Research in international business and finance
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Saved in:
3
Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho
;
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248964
Saved in:
4
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
Saved in:
5
Dynamic Markov bridges and market microstructure : theory and applications
Çetin, Umut
;
Danilova, Albina
-
2018
Persistent link: https://www.econbiz.de/10012213242
Saved in:
6
Liquidity, information, strategic trading in an electronic order book : new insights from the European carbon markets
Rannou, Yves
- In:
Research in international business and finance
39
(
2017
),
pp. 779-808
Persistent link: https://www.econbiz.de/10011912363
Saved in:
7
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang
;
Tsai, Tsung-Ying
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
Saved in:
8
Some hypotheses on commonality in liquidity : new evidence from the Chinese stock market
Narayan, Paresh Kumar
;
Zhang, Zhichao
;
Zheng, Xinwei
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
5
,
pp. 915-944
Persistent link: https://www.econbiz.de/10011561139
Saved in:
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