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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"International finance discussion papers"
~isPartOf:"Research in international business and finance"
~subject:"Marktmikrostruktur"
~subject:"United States"
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Search: subject:"Marktmikrostruktur"
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Marktmikrostruktur
United States
Market microstructure
26
Securities trading
14
Wertpapierhandel
14
Börsenkurs
12
Share price
12
Estimation
11
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Giełda Papierów Wartościowych <Warschau>
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Handelsvolumen der Börse
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Liquidität
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Market liquidity
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Henke, Harald
3
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Tourani Rad, Alireza
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Wisniewski, Tomasz Piotr
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1
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1
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1
Cai, Fang
1
Chaboud, Alain
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Dharma, Wirata A.
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Martinez, Valeria
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1
Pasquariello, Paolo
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Rannou, Yves
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Syamala, Sudhakara Reddy
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Tse, Yiuman
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
International finance discussion papers
Research in international business and finance
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
Quantitative finance
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International review of financial analysis
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Market microstructure and liquidity
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The European journal of finance
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Journal of economic dynamics & control
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NBER working paper series
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The review of financial studies
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The financial review : the official publication of the Eastern Finance Association
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CFS working paper series
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of futures markets
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Economics letters
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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SFB 649 discussion paper
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ECONIS (ZBW)
26
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1
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
2
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata
;
Palczewski, Andrzej
- In:
Research in international business and finance
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Saved in:
3
Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho
;
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248964
Saved in:
4
Who moves the stock market in an emerging country : institutional or retail investors?
Koesrindartoto, Deddy P.
;
Aaron, Aurelius
;
Yusgiantoro, Inka
- In:
Research in international business and finance
51
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012205486
Saved in:
5
Trading performance and market efficiency : evidence from algorithmic trading
Syamala, Sudhakara Reddy
;
Wadhwa, Kavita
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012581356
Saved in:
6
Do aggressive orders affect liquidity? : an evidence from an emerging market
Będowska-Sójka, Barbara
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581511
Saved in:
7
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
Saved in:
8
Intraday price discovery analysis in the foreign exchange market of an emerging economy : Mexico
Martinez, Valeria
;
Tse, Yiuman
- In:
Research in international business and finance
45
(
2018
),
pp. 271-284
Persistent link: https://www.econbiz.de/10011983258
Saved in:
9
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid
;
Tao, Yusi
;
Welch, Robert L.
- In:
Research in international business and finance
42
(
2017
),
pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
Saved in:
10
Dynamic herding analysis in a frontier market
Arjoon, Vaalmikki
;
Bhatnagar, Chandra Shekhar
- In:
Research in international business and finance
42
(
2017
),
pp. 496-508
Persistent link: https://www.econbiz.de/10011750464
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