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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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Finance research letters
38
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
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International journal of finance & economics : IJFE
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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.
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Research paper series / Swiss Finance Institute
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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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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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Research in international business and finance
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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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1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
3
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
4
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
5
Insider trading with a random deadline
Caldentey, René
;
Stacchetti, Ennio
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 245-283
Persistent link: https://www.econbiz.de/10003989165
Saved in:
6
Information in securities markets : Kyle meets Glosten and Milgrom
Back, Kerry E.
;
Baruch, Shmuel
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001978001
Saved in:
7
Architecture of power markets
Wilson, Robert A.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1299-1340
Persistent link: https://www.econbiz.de/10001688082
Saved in:
8
Competing mechanisms in a common value environment
Biais, Bruno
;
Martimort, David
;
Rochet, Jean-Charles
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 799-837
Persistent link: https://www.econbiz.de/10001499188
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