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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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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 econometrics
14
Journal of international financial markets, institutions & money
14
Market microstructure and liquidity
14
Journal of empirical finance
12
The review of financial studies
12
Finance research letters
11
The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Economic modelling
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Economics letters
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Finance and stochastics
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The journal of trading
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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
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International review of financial analysis
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Journal of economic theory
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
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The financial review : the official publication of the Eastern Finance Association
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European economic review : EER
4
European financial management : the journal of the European Financial Management Association
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Annales d'économie et de statistique
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Annals of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of financial engineering
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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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