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~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Geld-Brief-Spanne"
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Aktienmarkt
Geld-Brief-Spanne
Market microstructure
28
Marktmikrostruktur
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Bank of Finland research discussion papers
The European journal of finance
Journal of financial markets
27
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Journal of financial economics
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Finance research letters
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International review of financial analysis
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Asia-Pacific journal of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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European financial management : the journal of the European Financial Management Association
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International journal of financial engineering
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ECONIS (ZBW)
9
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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
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:
3
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:
4
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:
5
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:
6
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
Saved in:
7
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
Saved in:
8
Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Jokivuolle, Elsa
;
Lanne, Markku
-
2004
Persistent link: https://www.econbiz.de/10002571582
Saved in:
9
Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Jokivuolle, Elsa
(
contributor
);
Lanne, Markku
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002882996
Saved in:
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