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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Asymmetrische Information"
~subject:"Liquidität"
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Search: subject_exact:"Marktmikrostruktur"
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Aktienmarkt
Asymmetrische Information
Liquidität
Market microstructure
69
Marktmikrostruktur
69
Börsenkurs
25
Share price
25
Theorie
25
Theory
25
Securities trading
20
Wertpapierhandel
20
Bid-ask spread
15
Geld-Brief-Spanne
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Volatility
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Volatilität
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Devisenmarkt
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Foreign exchange market
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Asymmetric information
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Handelsvolumen der Börse
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market microstructure
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Electronic trading
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Elektronisches Handelssystem
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Liquidity
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Market liquidity
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Marktliquidität
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order flow
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Price discovery
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26
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Piccotti, Louis R.
2
Shraiber, Bentsi
2
Ahn, Hee-joon
1
Aitken, Michael J.
1
Ap Gwilym, Owain
1
Benston, George J.
1
Berkman, Henk
1
Brockman, Paul
1
Cai, Jun
1
Chae, Joon
1
Chen, An-sing
1
Chen, Chia-cheng
1
Chen, Clara Chia-Sheng
1
Chen, Linda H.
1
Chiao, Chaoshin
1
Chung, Dennis Y.
1
Chung, Jay M.
1
Cumming, Douglas J.
1
Dunne, Peter G.
1
French, Joseph J.
1
Frijns, Bart
1
Green, Christopher J.
1
Hsieh, Wen-liang Gideon
1
Huang, Chin-sheng
1
Hung, Ken
1
Hung, Pi-Hsia
1
Indriawan, Ivan
1
Jiang, George J.
1
Joh, Sung Wook
1
Jung, Jin-Young
1
Jung, Jin-young
1
Koch, Paul Douglas
1
Kryzanowski, Lawrence
1
Kuo, Su-wen
1
Lazrak, Skander
1
Lee, Cheng F.
1
Li, Wei-Xuan
1
Lin, Yuan-yi
1
Manos, Ronny
1
Moore, Michael J.
1
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Asia-Pacific journal of financial studies
Journal of empirical finance
The European journal of finance
Journal of financial markets
27
Journal of banking & finance
18
Journal of financial economics
16
Finance research letters
15
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
14
International review of economics & finance : IREF
12
International review of financial analysis
10
The financial review : the official publication of the Eastern Finance Association
9
Quantitative finance
8
Research in international business and finance
8
Applied economics
7
International journal of finance & economics : IJFE
7
Market microstructure and liquidity
7
The journal of finance : the journal of the American Finance Association
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
Journal of financial and quantitative analysis : JFQA
6
Review of quantitative finance and accounting
6
SpringerLink / Bücher
6
CFS working paper series
5
Economics letters
5
Emerging markets review
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Journal of international money and finance
5
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NES working paper series : working paper
5
The review of financial studies
5
Working paper / Norges Bank
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European financial management : the journal of the European Financial Management Association
4
International journal of economics and finance
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Journal of economic behavior & organization : JEBO
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Journal of economic theory
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NBER working paper series
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ECONIS (ZBW)
26
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1
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:
2
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
3
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
4
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
5
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:
6
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:
7
Liquidity commonality in individuals' order flows : new evidence from the Taiwanese stock market
Hsieh, Wen-liang Gideon
;
Lin, Yuan-yi
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
4
,
pp. 606-645
Persistent link: https://www.econbiz.de/10011630765
Saved in:
8
Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Hung, Pi-Hsia
;
Chen, An-sing
;
Wu, Yun-Lin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 635-660
Persistent link: https://www.econbiz.de/10011470988
Saved in:
9
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
10
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
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