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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Asymmetrische Information"
~subject:"Liquidität"
~subject:"Securities trading"
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Aktienmarkt
Asymmetrische Information
Liquidität
Securities trading
Market microstructure
34
Marktmikrostruktur
34
Theorie
13
Theory
13
Wertpapierhandel
13
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market microstructure
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order flow
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Nolte, Ingmar
2
Nolte, Sandra
2
Ahn, Hee-joon
1
Aitken, Michael J.
1
Ap Gwilym, Owain
1
Beltran Lopez, Helena
1
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Asia-Pacific journal of financial studies
The European journal of finance
Journal of financial markets
45
Journal of banking & finance
30
Pacific-Basin finance journal
30
Journal of financial economics
26
Quantitative finance
26
Finance research letters
25
Journal of international financial markets, institutions & money
24
Market microstructure and liquidity
23
Journal of empirical finance
18
International review of financial analysis
15
The financial review : the official publication of the Eastern Finance Association
15
International review of economics & finance : IREF
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
10
Research in international business and finance
10
Review of quantitative finance and accounting
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Applied mathematical finance
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CFS working paper series
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International journal of theoretical and applied finance
8
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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Emerging markets review
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Gabler Edition Wissenschaft
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NES working paper series : working paper
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Research paper series / Swiss Finance Institute
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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
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