//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Article in journal"
~type_genre:"Reprint"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Microstructure of markets"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
32
Marktmikrostruktur
32
Theorie
15
Theory
15
Estimation theory
12
Schätztheorie
12
Börsenkurs
10
Securities trading
10
Share price
10
Volatility
10
Volatilität
10
Wertpapierhandel
10
Noise Trading
9
Noise trading
9
Estimation
8
Schätzung
8
Time series analysis
7
Zeitreihenanalyse
7
Bid-ask spread
5
Capital income
5
Geld-Brief-Spanne
5
Kapitaleinkommen
5
Analysis of variance
4
Correlation
4
Korrelation
4
Varianzanalyse
4
market microstructure
4
ARCH model
3
ARCH-Modell
3
Handelsvolumen der Börse
3
Insider trading
3
Insiderhandel
3
Limit order book
3
Simulation
3
Trading volume
3
microstructure noise
3
Asymmetric information
2
Asymmetrische Information
2
CAPM
2
Exchange rate
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
31
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Reprint
Aufsatz in Zeitschrift
32
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
32
Author
All
Corsi, Fulvio
2
Lunde, Asger
2
Ting, Christopher
2
Abergel, Frédéric
1
Audrino, Francesco
1
Barger, Weston
1
Carrasco, Marine
1
Cera, Katharina
1
Cont, Rama
1
Corcuera, José Manuel
1
Dahlhaus, Rainer
1
Di Nunno, Giulia
1
Donnelly, Ryan
1
Engle, Robert F.
1
Gonçalves, Sílvia
1
Guhr, Thomas
1
Hautsch, Nikolaus
1
Hofmeister, Tyler
1
Hounyo, Ulrich
1
Ikeda, Shin S.
1
Jedidi, Aymen
1
Jong, Frank de
1
Kijima, Masaaki
1
Kim, Sung-hun
1
Kotchoni, Rachidi
1
Krause, Andreas
1
Kukanov, Arseniy
1
Li, Yingying
1
Lux, Thomas
1
Mancino, Maria Elvira
1
Marchesi, Michele
1
Meddahi, Nour
1
Mira, Antonietta
1
Mykland, Per A.
1
Münnix, Michael C.
1
Nagakura, Daisuke
1
Neddermeyer, Jan Christoph
1
Ogden, Joseph P.
1
Oya, Kosuke
1
Oyefeso, Oluwatobi
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
39
Finance research letters
38
International review of financial analysis
35
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
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
15
Economic modelling
14
Review of quantitative finance and accounting
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
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
11
Journal of economic behavior & organization : JEBO
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of trading
11
Applied mathematical finance
10
Journal of risk and financial management : JRFM
10
Asia-Pacific journal of financial studies
9
Global finance journal
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
2
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
Saved in:
3
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
Saved in:
4
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
5
Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
7
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
8
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
9
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
10
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->