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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Asymmetrische Information"
~subject:"Liquidität"
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Aktienmarkt
Asymmetrische Information
Liquidität
Market microstructure
45
Marktmikrostruktur
45
Securities trading
19
Wertpapierhandel
19
Theorie
18
Theory
18
Börsenkurs
15
Share price
15
Bid-ask spread
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Geld-Brief-Spanne
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market microstructure
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Anlageverhalten
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Behavioural finance
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order flow
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Asymmetric information
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Elektronisches Handelssystem
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liquidity
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Ahn, Hee-joon
1
Aitken, Michael J.
1
Ap Gwilym, Owain
1
Bongaerts, Dion
1
Buti, Sabrina
1
Cai, Jun
1
Chae, Joon
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Chen, An-sing
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Fleming, Michael J.
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Hung, Pi-Hsia
1
Joh, Sung Wook
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Johnson, Travis L.
1
Jung, Jin-Young
1
Jung, Jin-young
1
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1
Lazrak, Skander
1
Lin, Yuan-yi
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Manos, Ronny
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Moore, Michael J.
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Asia-Pacific journal of financial studies
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Journal of empirical finance
13
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
Applied economics
7
International journal of finance & economics : IJFE
7
Market microstructure and liquidity
7
Quantitative finance
7
Research in international business and finance
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
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CFS working paper series
5
Economics letters
5
Emerging markets review
5
Journal of international money and finance
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NES working paper series : working paper
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The review of financial studies
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Working paper / Norges Bank
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European financial management : the journal of the European Financial Management Association
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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)
18
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1
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
2
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:
3
How do shocks arise and spread across stock markets? : a microstructure perspective
Bongaerts, Dion
;
Roll, Richard
;
Rösch, Dominik
;
Dijk, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3071-3089
Persistent link: https://www.econbiz.de/10013368378
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
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
6
A simple multimarket measure of information asymmetry
Johnson, Travis L.
;
So, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1055-1080
Persistent link: https://www.econbiz.de/10011847130
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
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:
9
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:
10
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
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