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~accessRights:"restricted"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Marktmikrostruktur"
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Aktienmarkt
Marktmikrostruktur
Market microstructure
9
Securities trading
5
Theorie
5
Theory
5
Wertpapierhandel
5
Börsenkurs
4
Share price
4
Bid-ask spread
3
Geld-Brief-Spanne
3
Handelsvolumen der Börse
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Behavioural finance
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Hawkes process
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Liquidity
2
Liquidität
2
Option trading
2
Optionsgeschäft
2
Retail trade
2
market microstructure
2
Adverse Selektion
1
Adverse selection
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Aktienoption
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Bank liquidity
1
Bankenliquidität
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Contact process
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Corporate bond
1
EU countries
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EU-Staaten
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9
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Aitken, Michael J.
1
Ap Gwilym, Owain
1
Benzaquen, Michael
1
Bouchaud, Jean-Philippe
1
Cai, Charlie X.
1
Chalamandaris, George
1
Chen, Jing
1
Cumming, Douglas J.
1
Fosset, Antoine
1
Jahanshahloo, Hossein
1
Kirchner, Matthias
1
Nolte, Ingmar
1
Nolte, Sandra
1
Ryu, Doojin
1
Verousis, Thanos
1
Vetter, Silvan
1
Vlachogiannakis, Nikos E.
1
Voukelatos, Nikolaos
1
Webb, Robert I.
1
Wen, Jiaqi
1
Yu, Jinyoung
1
Zhan, Feng
1
Zhang, Junhuan
1
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The European journal of finance
Journal of econometrics
32
Finance research letters
31
Quantitative finance
29
Market microstructure and liquidity
25
Journal of financial markets
24
Pacific-Basin finance journal
21
Journal of banking & finance
18
International review of financial analysis
16
Journal of international financial markets, institutions & money
16
International review of economics & finance : IREF
14
Research in international business and finance
14
Discussion paper / Centre for Economic Policy Research
13
Journal of financial economics
13
Journal of economic dynamics & control
12
Journal of empirical finance
11
Journal of international money and finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
10
Economics letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of financial and quantitative analysis : JFQA
9
SpringerLink / Bücher
9
Applied economics
8
Review of quantitative finance and accounting
8
Applied mathematical finance
7
Computational economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The financial review : the official publication of the Eastern Finance Association
6
Applied economics letters
5
Discussion papers / CEPR
5
International journal of theoretical and applied finance
5
Journal of economic theory
5
Journal of financial econometrics
5
Emerging markets review
4
Finance and stochastics
4
International journal of finance & economics : IJFE
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematics and financial economics
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ECONIS (ZBW)
9
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1
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
2
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:
3
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:
4
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
5
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:
6
Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein
;
Cai, Charlie X.
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
Saved in:
7
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:
8
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:
9
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
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