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~isPartOf:"Journal of financial markets"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Bourse"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
Bourse
Market microstructure
113
Marktmikrostruktur
113
Securities trading
43
Wertpapierhandel
43
Theorie
42
Theory
42
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market microstructure
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Menkveld, Albert J.
2
Ainsworth, Andrew
1
Aitken, Michael J.
1
Andersen, Torben
1
Beltran Lopez, Helena
1
Bondarenko, Oleg
1
Cenesizoglu, Tolga
1
Chan, Kalok
1
Cimon, David A.
1
Cumming, Douglas J.
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Dunne, Peter G.
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Easley, David
1
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Frutos, Maria Angeles de
1
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He, Chen
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Huang, Hong-Gia
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Jørgensen, Kjell
1
Kedia, Simi
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Kozhan, Roman
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Kyle, Albert S.
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Lee, Adrian D.
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López de Prado, Marcos M.
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Manzano Tovar, Carolina
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Salmon, Mark H.
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Skjeltorp, Johannes A.
1
Tsai, Wei-Che
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Journal of financial markets
The European journal of finance
Pacific-Basin finance journal
22
Journal of financial economics
14
Journal of international financial markets, institutions & money
14
Journal of empirical finance
11
Finance research letters
10
Quantitative finance
10
Journal of banking & finance
8
Market microstructure and liquidity
8
International review of financial analysis
7
Research in international business and finance
7
Applied economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Asia-Pacific journal of financial studies
5
CFS working paper series
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Economic modelling
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International review of economics & finance : IREF
5
Journal of financial and quantitative analysis : JFQA
5
Review of quantitative finance and accounting
5
The financial review : the official publication of the Eastern Finance Association
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
4
Gabler Edition Wissenschaft
4
Journal of economic behavior & organization : JEBO
4
Kredit und Kapital
4
NES working paper series : working paper
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SAFE working paper
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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AFI
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CFS Working Paper
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European financial management : the journal of the European Financial Management Association
3
International journal of economics and financial issues : IJEFI
3
Journal of risk and financial management : JRFM
3
Meddelanden från Svenska Handelshögskolan
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SpringerLink / Bücher
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ECONIS (ZBW)
21
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1
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
2
Transaction fees : impact on institutional order types, commissions, and execution quality
O'Donoghue, Shawn M.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013397995
Saved in:
3
Broker routing decisions in limit order markets
Cimon, David A.
- In:
Journal of financial markets
54
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013273153
Saved in:
4
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
5
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
6
Throttling hyperactive robots : order-to-trade ratios at the Oslo Stock Exchange
Jørgensen, Kjell
;
Skjeltorp, Johannes A.
;
Ødegaard, …
- In:
Journal of financial markets
37
(
2018
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012001006
Saved in:
7
Bid- and ask-side liquidity in the NYSE limit order book
Cenesizoglu, Tolga
;
Grass, Gunnar
- In:
Journal of financial markets
38
(
2018
),
pp. 14-38
Persistent link: https://www.econbiz.de/10012001137
Saved in:
8
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:
9
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
10
Market transparency, market quality, and sunshine trading
Frutos, Maria Angeles de
;
Manzano Tovar, Carolina
- In:
Journal of financial markets
17
(
2014
),
pp. 174-198
Persistent link: https://www.econbiz.de/10010437251
Saved in:
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