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~isPartOf:"Journal of financial economics"
~subject:"Asymmetric information"
~subject:"Theory"
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Search: subject_exact:"Mikrostrukturanalyse"
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Asymmetric information
Theory
Market microstructure
59
Marktmikrostruktur
59
Theorie
25
USA
22
United States
22
Börsenkurs
18
Share price
18
Securities trading
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Wertpapierhandel
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Bid-ask spread
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Geld-Brief-Spanne
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Liquidity
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Efficient market hypothesis
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O'Hara, Maureen
3
Subrahmanyam, Avanidhar
3
Bloomfield, Robert
2
Chordia, Tarun
2
Conrad, Jennifer S.
2
Wahal, Sunil
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Asparouhova, Elena
1
Aït-Sahalia, Yacine
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Frank, Murray Z.
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Journal of financial economics
Journal of financial markets
39
Journal of banking & finance
26
Quantitative finance
24
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
18
Finance research letters
16
Journal of econometrics
14
Market microstructure and liquidity
14
Journal of empirical finance
13
The European journal of finance
12
The review of financial studies
12
CFS working paper series
10
International review of financial analysis
10
Research paper series / Swiss Finance Institute
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Economic modelling
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International review of economics & finance : IREF
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Journal of international money and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Tinbergen Institute
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Gabler Edition Wissenschaft
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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Economics letters
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Europäische Hochschulschriften / 5
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International journal of theoretical and applied finance
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Journal of economic behavior & organization : JEBO
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NES working paper series : working paper
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SFB 649 discussion paper
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The financial review : the official publication of the Eastern Finance Association
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Working papers / Economics Department, Georgetown University
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Finance and stochastics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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11
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
12
Undisclosed orders and optimal submission strategies in a limit order market
Buti, Sabrina
;
Rindi, Barbara
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 797-812
Persistent link: https://www.econbiz.de/10010205326
Saved in:
13
Liquidity biases in asset pricing tests
Asparouhova, Elena
;
Bessembinder, Hendrik
;
Kalcheva, Ivalina
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
Saved in:
14
Why is PIN priced?
Duarte, Jefferson
;
Young, Lance
- In:
Journal of financial economics
91
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003817454
Saved in:
15
Stock price reaction to public and private information
Vega, Clara
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10003376060
Saved in:
16
Profitable predictability in the cross section of stock returns
Douglas Hanna, J.
;
Ready, Mark J.
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 463-505
Persistent link: https://www.econbiz.de/10003228835
Saved in:
17
Common market makers and commonality in liquidity
Coughenour, Jay F.
;
Saad, Mohsen M.
- In:
Journal of financial economics
73
(
2004
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10002128544
Saved in:
18
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
Saved in:
19
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
20
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
56
(
2000
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10001468725
Saved in:
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