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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The review of financial studies"
~subject:"United States"
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Search: subject:"Marktmikrostruktur"
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United States
Market microstructure
90
Marktmikrostruktur
90
Theorie
38
Theory
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USA
35
Börsenkurs
34
Share price
34
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21
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Stoll, Hans R.
3
Huang, Roger D.
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O'Hara, Maureen
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Aggarwal, Reena
1
Angel, James J.
1
Bakshi, Gurdip S.
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1
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1
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Chen, Zhiwu
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1
Chung, Kee H.
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1
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1
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1
Mallik, Gaurav
1
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1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of financial economics
Review of Pacific Basin financial markets and policies
The review of financial studies
Journal of banking & finance
19
Journal of financial markets
16
Journal of financial and quantitative analysis : JFQA
9
CFS working paper series
7
The financial review : the official publication of the Eastern Finance Association
7
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
The journal of futures markets
6
Journal of empirical finance
5
Journal of international money and finance
5
Staff reports / Federal Reserve Bank of New York
5
International finance discussion papers
4
Journal of economics & business
4
Journal of economics and finance
4
SFB 649 discussion paper
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Symposium on market microstructure
4
The journal of finance : the journal of the American Finance Association
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
CEFIR and NES working papers
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CESifo working papers
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CREATES research paper
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Economic policy review
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European economic review : EER
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Finance and economics discussion series
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Global finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic literature
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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Managerial finance
2
Review of quantitative finance and accounting
2
Rodney L. White Center for Financial Research
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The American economic review
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The journal of trading
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ECONIS (ZBW)
35
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1
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth
;
Parhizgari, Ali M.
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
Saved in:
2
Order imbalance, liquidity, and returns of the US Treasury market
Wang, Junbo
;
Wu, Chunchi
;
Yu, Eden Siu-hung
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009574418
Saved in:
3
Correlation of order flow and the probability of informed trading
Henke, Harald
-
2004
Persistent link: https://www.econbiz.de/10002464553
Saved in:
4
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Saved in:
5
Is market fragmentation harming market quality?
O'Hara, Maureen
;
Ye, Mao
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 459-474
Persistent link: https://www.econbiz.de/10009242198
Saved in:
6
Information, sell-side research, and market making
Madureira, Leonardo
;
Underwood, Shane
- In:
Journal of financial economics
90
(
2008
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10003812738
Saved in:
7
Latent liquidity : a new measure of liquidity, with an application to corporate bonds
Mahanti, Sriketan
;
Nashikkar, Amrut
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 272-298
Persistent link: https://www.econbiz.de/10003720278
Saved in:
8
The probability and magnitude of information events
Odders-White, Elizabeth R.
;
Ready, Mark J.
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 227-248
Persistent link: https://www.econbiz.de/10003629010
Saved in:
9
Volume, liquidity, and liquidity risk
Johnson, Tim
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 388-417
Persistent link: https://www.econbiz.de/10003629061
Saved in:
10
Informed and strategic order flow in the bond markets
Pasquariello, Paolo
;
Vega, Clara
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1975-2019
Persistent link: https://www.econbiz.de/10003621301
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