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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Elektronisches Handelssystem"
~subject:"USA"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
USA
Market microstructure
35
Marktmikrostruktur
35
Börsenkurs
14
Share price
14
Theorie
12
Theory
12
Volatility
9
Volatilität
9
Bid-ask spread
8
Geld-Brief-Spanne
8
Aktienmarkt
7
Securities trading
7
Stock market
7
Wertpapierhandel
7
Asymmetric information
6
Asymmetrische Information
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Estimation
6
Schätzung
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Bourse
5
Börse
5
Price discovery
5
United States
5
Capital income
4
Electronic trading
4
Handelsvolumen der Börse
4
Kapitaleinkommen
4
Trading volume
4
Ankündigungseffekt
3
Announcement effect
3
CAPM
3
Devisenmarkt
3
Foreign exchange market
3
Autocorrelation
2
Autokorrelation
2
Dual listing
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EU countries
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EU-Staaten
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Aldrich, Eric M.
1
Benston, George J.
1
Cenesizoglu, Tolga
1
Chaboud, Alain P.
1
Chiquoine, Benjamin
1
Dionne, Georges
1
Frijns, Bart
1
Gleason, Kimberly
1
Hjalmarsson, Erik
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Lee, Seung
1
Loretan, Mico
1
Mathur, Iqbal
1
Peterson, Mark A.
1
Russell, Jeffrey R.
1
Theissen, Erik
1
Tourani Rad, Alireza
1
Tsay, Ruey S.
1
Wood, Robert A.
1
Zhang, Michael Yuanjie
1
Zhou, Xiaozhou
1
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Journal of empirical finance
Journal of banking & finance
25
Journal of financial economics
25
Journal of financial markets
24
The review of financial studies
13
Journal of financial and quantitative analysis : JFQA
11
Journal of international financial markets, institutions & money
11
Market microstructure and liquidity
9
CFS working paper series
8
Research in international business and finance
8
The financial review : the official publication of the Eastern Finance Association
8
Working paper
8
Journal of international money and finance
7
Working paper / National Bureau of Economic Research, Inc.
7
CFS Working Paper
6
Finance research letters
6
International review of financial analysis
6
Quantitative finance
6
The journal of futures markets
6
Staff reports / Federal Reserve Bank of New York
5
The journal of trading
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CESifo working papers
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
International finance discussion papers
4
Journal of economics & business
4
Journal of economics and finance
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
SFB 649 Discussion Paper
4
SFB 649 discussion paper
4
Symposium on market microstructure
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Economic modelling
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
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Journal of economic dynamics & control
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ECONIS (ZBW)
9
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1
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
2
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
3
Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga
- In:
Journal of empirical finance
49
(
2018
),
pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
Saved in:
4
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
5
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
6
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
Saved in:
7
Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s
Benston, George J.
;
Wood, Robert A.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10003692963
Saved in:
8
Analysis of intraday herding behavior among the sector ETFs
Gleason, Kimberly
;
Mathur, Iqbal
;
Peterson, Mark A.
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 681-694
Persistent link: https://www.econbiz.de/10002260868
Saved in:
9
Price discovery in floor and screen trading systems
Theissen, Erik
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Saved in:
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