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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial economics"
~subject:"Asymmetric information"
~subject:"Theory"
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Asymmetric information
Theory
Market microstructure
69
Marktmikrostruktur
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Theorie
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Börsenkurs
25
Share price
25
Securities trading
23
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O'Hara, Maureen
3
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Chordia, Tarun
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2
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Applied mathematical finance
Journal of financial economics
Journal of financial markets
39
Journal of banking & finance
26
Quantitative finance
24
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
18
Finance research letters
15
Journal of econometrics
14
Market microstructure and liquidity
14
Journal of empirical finance
13
The European journal of finance
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International review of financial analysis
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1
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
2
Asymmetric information risk in FX markets
Ranaldo, Angelo
;
Somogyi, Fabricius
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 391-411
Persistent link: https://www.econbiz.de/10012650449
Saved in:
3
Deep learning for market by order data
Zhang, Zihao
;
Lim, Bryan
;
Zohren, Stefan
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10012625987
Saved in:
4
Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben
;
Kalsi, Jasdeep
;
Newbury, James
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
Saved in:
5
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
6
Information and trading targets in a dynamic market equilibrium
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Journal of financial economics
132
(
2019
)
3
,
pp. 22-49
Persistent link: https://www.econbiz.de/10012163963
Saved in:
7
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
8
Belief-free price formation
Hörner, Johannes
;
Lovo, Stefano M.
;
Tomala, Tristan
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 342-365
Persistent link: https://www.econbiz.de/10011968877
Saved in:
9
Stock repurchases and liquidity
Hillert, Alexander
;
Maug, Ernst
;
Obernberger, Stefan
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 186-209
Persistent link: https://www.econbiz.de/10011589751
Saved in:
10
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
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