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~isPartOf:"International review of financial analysis"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Volatilität"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
Volatilität
Market microstructure
61
Marktmikrostruktur
61
Börsenkurs
22
Share price
22
Securities trading
20
Wertpapierhandel
20
Theorie
17
Theory
17
Volatility
16
Devisenmarkt
14
Foreign exchange market
14
Handelsvolumen der Börse
14
Trading volume
14
Bid-ask spread
12
Geld-Brief-Spanne
12
Exchange rate
11
Wechselkurs
11
Electronic trading
9
Elektronisches Handelssystem
9
Anlageverhalten
8
Behavioural finance
8
Estimation
8
Schätzung
8
Stock market
8
market microstructure
8
Asymmetric information
6
Asymmetrische Information
6
Liquidity
6
Liquidität
6
order flow
6
Capital income
5
Kapitaleinkommen
5
Market liquidity
5
Marktliquidität
5
Bourse
4
Börse
4
Derivat
4
Derivative
4
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8
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Article
22
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22
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22
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English
22
Author
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Sensoy, Ahmet
2
Ahmad, Nisar
1
Ahmed, Sheraz
1
Aitken, Michael J.
1
Anagnostidis, Panagiotis
1
Ap Gwilym, Owain
1
Azhar Mohamad
1
Beltran Lopez, Helena
1
Cassola, Nuno
1
Chen, Jing
1
Cumming, Douglas J.
1
Daniel, Lawrence
1
Djupsjöbacka, Daniel
1
Dunne, Peter G.
1
Fan, Yu-Ju
1
Fontaine, Patrice
1
Frijns, Bart
1
Gramming, Joachim
1
Hussain, Syed Mujahid
1
Indriawan, Ivan
1
Kim, Suk-Joong
1
Kryzanowski, Lawrence
1
Lai, Hung-neng
1
Lazrak, Skander
1
Li, Sai-ping
1
Louhichi, Wae͏̈l
1
McKenzie, Michael D.
1
Menkveld, Albert J.
1
Molnár, Peter
1
Moore, Michael J.
1
Morana, Claudio
1
Omole, John
1
Papavassiliou, Vasileios G.
1
Rodrigues, Bruno Dore
1
Serdengeçti, Süleyman
1
Sifat, Imtiaz Mohammad
1
Souza, Reinaldo Castro
1
Stevenson, Maxwell John
1
Tan, Dijun
1
Tian, Yixiang
1
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International review of financial analysis
The European journal of finance
Journal of econometrics
41
Journal of banking & finance
16
Finance research letters
14
Journal of empirical finance
13
Journal of financial markets
13
Pacific-Basin finance journal
13
Quantitative finance
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of financial economics
12
Journal of international financial markets, institutions & money
12
Research in international business and finance
10
SFB 649 discussion paper
9
CFS working paper series
8
Economic modelling
8
International journal of finance & economics : IJFE
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial and quantitative analysis : JFQA
7
Market microstructure and liquidity
7
NES working paper series : working paper
7
Review of quantitative finance and accounting
7
Applied economics
6
CEFIR and NES working papers
6
CFS Working Paper
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International review of economics & finance : IREF
6
Journal of economic behavior & organization : JEBO
6
SFB 649 Discussion Paper
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper
6
Cambridge working papers in economics
5
Econometric reviews
5
Economics letters
5
Journal of financial econometrics
5
Journal of international money and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Asia-Pacific journal of financial studies
4
CESifo working papers
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
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ECONIS (ZBW)
22
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22
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1
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
2
Applications of high-frequency data in finance : a bibliometric literature review
Hussain, Syed Mujahid
;
Ahmad, Nisar
;
Ahmed, Sheraz
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467089
Saved in:
3
Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis
;
Fontaine, Patrice
- In:
International review of financial analysis
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
Saved in:
4
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
5
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
International review of financial analysis
56
(
2018
),
pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
Saved in:
6
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Saved in:
7
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
Saved in:
8
Order imbalance and selling aggression under a shorting ban : evidence from the UK
Sifat, Imtiaz Mohammad
;
Azhar Mohamad
- In:
International review of financial analysis
42
(
2015
),
pp. 368-379
Persistent link: https://www.econbiz.de/10011573532
Saved in:
9
The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Daniel, Lawrence
;
Kim, Suk-Joong
;
McKenzie, Michael D.
- In:
International review of financial analysis
32
(
2014
),
pp. 159-178
Persistent link: https://www.econbiz.de/10010461296
Saved in:
10
The implications of a price anchoring effect at the upstairs market of the London Stock Exchange
Verousis, Thanos
;
Ap Gwilym, Owain
- In:
International review of financial analysis
32
(
2014
),
pp. 37-46
Persistent link: https://www.econbiz.de/10010461347
Saved in:
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