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~type_genre:"Article in journal"
~type_genre:"Mikroform"
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Search: subject_exact:"Microstructure of markets"
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Market microstructure
14
Marktmikrostruktur
14
Securities trading
9
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9
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8
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8
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7
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Economic modelling
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
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Journal of econometrics
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40
Finance research letters
39
Journal of international financial markets, institutions & money
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International review of financial analysis
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Journal of empirical finance
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Market microstructure and liquidity
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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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International review of economics & finance : IREF
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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
16
The journal of futures markets
16
Economics letters
15
Research in international business and finance
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
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
13
The journal of finance : the journal of the American Finance Association
12
Applied economics
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Journal of economic behavior & organization : JEBO
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of trading
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Applied mathematical finance
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Journal of risk and financial management : JRFM
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Asia-Pacific journal of financial studies
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Global finance journal
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ECONIS (ZBW)
14
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14
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1
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
2
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
3
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
4
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
5
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
6
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
7
Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Rannou, Yves
- In:
Economic modelling
81
(
2019
),
pp. 387-410
Persistent link: https://www.econbiz.de/10012202116
Saved in:
8
Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi
;
Prigent, Jean-Luc
- In:
Economic modelling
80
(
2019
),
pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
Saved in:
9
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
10
Macroeconomic and market microstructure modelling of Ugandan exchange rate
Katusiime, Lorna
;
Shamsuddin, Abul
;
Agbola, Frank Wogbe
- In:
Economic modelling
45
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011334129
Saved in:
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