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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Theorie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Search: subject_exact:"Microstructure of markets"
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Market microstructure
13
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6
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market microstructure
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International journal of theoretical and applied finance
Journal of financial markets
31
Journal of financial economics
25
Quantitative finance
23
Journal of banking & finance
19
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
15
Journal of econometrics
14
Market microstructure and liquidity
14
Finance research letters
12
Journal of empirical finance
12
The review of financial studies
12
The European journal of finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international money and finance
8
Economics letters
7
Journal of economic behavior & organization : JEBO
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Applied mathematical finance
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Finance and stochastics
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International review of financial analysis
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The journal of trading
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Computational economics
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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
5
Journal of economic theory
5
Journal of financial and quantitative analysis : JFQA
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The financial review : the official publication of the Eastern Finance Association
5
European financial management : the journal of the European Financial Management Association
4
International journal of finance & economics : IJFE
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Pacific-Basin finance journal
4
Annals of finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European economic review : EER
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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:
4
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
5
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
6
Insider trading under discreteness
Scotti, Massimo
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 757-771
Persistent link: https://www.econbiz.de/10009298436
Saved in:
7
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
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