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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Bourse"
~subject:"Marktmikrostruktur"
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Search: subject_exact:"Securities trading"
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Bourse
Marktmikrostruktur
Securities trading
73
Wertpapierhandel
73
Theorie
29
Theory
29
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24
Share price
24
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14
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Hung, Pi-Hsia
2
Lien, Da-hsiang Donald
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Van Ness, Bonnie F.
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1
Brockman, Paul
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1
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International journal of theoretical and applied finance
Review of quantitative finance and accounting
Journal of financial markets
44
Journal of banking & finance
32
Pacific-Basin finance journal
25
Journal of international financial markets, institutions & money
24
Quantitative finance
24
Market microstructure and liquidity
22
Finance research letters
21
Journal of financial economics
21
International review of financial analysis
15
The financial review : the official publication of the Eastern Finance Association
14
Journal of empirical finance
12
The European journal of finance
12
SAFE working paper
11
The journal of finance : the journal of the American Finance Association
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of economic dynamics & control
10
Journal of financial and quantitative analysis : JFQA
10
The journal of trading
10
Economic modelling
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied mathematical finance
8
Gabler Edition Wissenschaft
8
International review of economics & finance : IREF
8
Research in international business and finance
8
CFS working paper series
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Investment management and financial innovations
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER working paper series
6
Rodney L. White Center for Financial Research
6
Applied economics letters
5
Discussion paper series / LSE Financial Markets Group
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Journal of securities operations & custody
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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The journal of investment compliance
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ECONIS (ZBW)
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1
Forced consolidation
Pomeranets, Anna
;
Weaver, Daniel G.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
Saved in:
2
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
3
Stock market signals and consequences of securities class actions lawsuits : a microstructure perspective
Figueiredo, Antonio
;
Hamid, Shahid S.
;
Holowczak, Richard
- In:
Review of quantitative finance and accounting
57
(
2021
)
2
,
pp. 629-655
Persistent link: https://www.econbiz.de/10012549969
Saved in:
4
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
5
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:
6
Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Zhang, Junhuan
;
McBurney, Peter
;
Musial, Katarzyna
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 301-352
Persistent link: https://www.econbiz.de/10011979118
Saved in:
7
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:
8
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:
9
Dealers and changing obligations : the case of stub quoting
Egginton, Jared F.
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 919-941
Persistent link: https://www.econbiz.de/10011595757
Saved in:
10
Individual investor trading and stock liquidity
Wang, Qin
;
Zhang, Jun
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 485-508
Persistent link: https://www.econbiz.de/10011531995
Saved in:
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