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~isPartOf:"Journal of economic dynamics & control"
~subject:"Anlageverhalten"
~subject:"Devisenmarkt"
~subject:"Share price"
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Search: subject_exact:"Market microstructure"
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Anlageverhalten
Devisenmarkt
Share price
Market microstructure
21
Marktmikrostruktur
21
Theorie
18
Theory
18
Börsenkurs
10
Securities trading
9
Wertpapierhandel
9
Handelsvolumen der Börse
5
Trading volume
5
Bid-ask spread
3
Geld-Brief-Spanne
3
Learning process
3
Lernprozess
3
Limit order book
3
Agent-based modeling
2
Agentenbasierte Modellierung
2
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
Electronic trading
2
Elektronisches Handelssystem
2
Estimation
2
Foreign exchange market
2
High-frequency trading
2
Limit order market
2
Liquidity
2
Market liquidity
2
Marktliquidität
2
Order flow
2
Price discovery
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Adaptive Erwartungen
1
Adaptive expectations
1
Agent based models
1
Allocative efficiency
1
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English
12
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He, Xue-zhong
2
Wang, Jian-xin
2
Wei, Lijian
2
Anderson, Heather Margot
1
Arifovic, Jasmina
1
Bollerslev, Tim
1
Cebiroglu, Gökhan
1
Chiarella, Carl
1
Domowitz, Ian
1
Farmer, J. Doyne
1
Frijns, Bart
1
Gradojevic, Nikola
1
Horst, Ulrich
1
Huu Nhan Duong
1
Lajbcygier, Paul
1
Lee, Kyungsub
1
Lillo, Fabrizio
1
Manh Cuong Pham
1
Palit, Imon
1
Seo, Byoung Ki
1
Takayama, Shino
1
Tóth, Bence
1
Wenzelburger, Jan
1
Yang, Minxian
1
Zwinkels, Remco C. J.
1
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Journal of economic dynamics & control
Quantitative finance
30
Journal of financial markets
27
Journal of banking & finance
24
Pacific-Basin finance journal
24
International review of financial analysis
23
Journal of financial economics
22
Journal of international financial markets, institutions & money
21
Journal of international money and finance
21
Market microstructure and liquidity
19
Finance research letters
18
Journal of econometrics
18
International journal of finance & economics : IJFE
17
Journal of empirical finance
16
The European journal of finance
16
NBER working paper series
13
CFS working paper series
12
The financial review : the official publication of the Eastern Finance Association
12
Review of quantitative finance and accounting
11
The review of financial studies
11
Working paper / National Bureau of Economic Research, Inc.
11
Economic modelling
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Research paper series / Swiss Finance Institute
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Europäische Hochschulschriften / 5
9
International review of economics & finance : IREF
9
Journal of financial and quantitative analysis : JFQA
9
Journal of risk and financial management : JRFM
9
NBER Working Paper
9
Research in international business and finance
9
Working paper
9
Working papers / Economics Department, Georgetown University
9
Asia-Pacific journal of financial studies
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied mathematical finance
7
Economics letters
7
International journal of theoretical and applied finance
7
CESifo working papers
6
Emerging markets review
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ECONIS (ZBW)
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1
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
2
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
3
The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
Saved in:
4
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
5
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
6
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
7
Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan
;
Horst, Ulrich
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011574644
Saved in:
8
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Saved in:
9
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
10
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
Gradojevic, Nikola
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 557-574
Persistent link: https://www.econbiz.de/10003412318
Saved in:
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