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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Asymmetrische Information"
~subject:"Electronic trading"
~subject:"Liquidität"
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Aktienmarkt
Asymmetrische Information
Electronic trading
Liquidität
Market microstructure
34
Marktmikrostruktur
34
Securities trading
13
Theorie
13
Theory
13
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market microstructure
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Ahn, Hee-joon
1
Aitken, Michael J.
1
Ap Gwilym, Owain
1
Beltran Lopez, Helena
1
Cai, Jun
1
Chae, Joon
1
Chen, An-sing
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Chen, Chia-cheng
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Kuo, Su-wen
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Lazrak, Skander
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Lin, Yuan-yi
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Manos, Ronny
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Asia-Pacific journal of financial studies
The European journal of finance
Journal of financial markets
32
Journal of banking & finance
21
Journal of international financial markets, institutions & money
19
Finance research letters
18
Journal of financial economics
18
Pacific-Basin finance journal
17
Journal of empirical finance
16
International review of economics & finance : IREF
12
International review of financial analysis
12
Market microstructure and liquidity
11
Quantitative finance
11
Research in international business and finance
10
Journal of financial and quantitative analysis : JFQA
9
The financial review : the official publication of the Eastern Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics
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7
International journal of finance & economics : IJFE
7
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International journal of economics and finance
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ECONIS (ZBW)
15
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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
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:
3
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:
4
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:
5
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:
6
A reexamination of diversification premiums : an information asymmetry perspective
Chae, Joon
;
Jung, Jin-young
;
Yang, Cheol-won
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
2
,
pp. 223-248
Persistent link: https://www.econbiz.de/10010408035
Saved in:
7
Optimal informed trading in the foreign exchange market
Vitale, Paolo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 989-1013
Persistent link: https://www.econbiz.de/10009691771
Saved in:
8
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
Saved in:
9
Limit order books and trade informativeness
Beltran Lopez, Helena
;
Gramming, Joachim
;
Menkveld, …
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
Saved in:
10
The effects of outside board on firm value in the emerging market from the perspective of information transaction costs
Joh, Sung Wook
;
Jung, Jin-Young
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
2
,
pp. 175-193
Persistent link: https://www.econbiz.de/10009566459
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