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~isPartOf:"Journal of financial markets"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Theory"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
Theory
Market microstructure
113
Marktmikrostruktur
113
Securities trading
43
Wertpapierhandel
43
Theorie
42
Börsenkurs
27
Share price
27
Bid-ask spread
26
Geld-Brief-Spanne
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Handelsvolumen der Börse
18
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18
Liquidity
17
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Electronic trading
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Stock market
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Transaction costs
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market microstructure
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order flow
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Manzano Tovar, Carolina
3
Frutos, Maria Angeles de
2
Menkveld, Albert J.
2
Reitz, Stefan
2
Schmidt, Markus A.
2
Taylor, Mark P.
2
Adrian, Tobias
1
Aitken, Michael J.
1
Akay, Ozgur
1
Andersen, Torben
1
Anshuman, V. Ravi
1
Ap Gwilym, Owain
1
Battalio, Robert H.
1
Beltran Lopez, Helena
1
Benzaquen, Michael
1
Bertsimas, Dimitris
1
Bhattacharya, Utpal
1
Bondarenko, Oleg
1
Bouchaud, Jean-Philippe
1
Cai, Charlie X.
1
Capponi, Agostino
1
Chan, Kalok
1
Chen, Jing
1
Cho, Jin-wan
1
Corwin, Shane Anthony
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Cyree, Ken B.
1
Domowitz, Ian
1
Dunne, Peter G.
1
Easley, David
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Engle, Robert F.
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Ferré Carracedo, Montserrat
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Fleming, Michael J.
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Fok, Robert C. W.
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Fosset, Antoine
1
Foucault, Thierry
1
Gozluklu, Arie E.
1
Gramming, Joachim
1
Griffiths, Mark D.
1
Hansch, Oliver
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Journal of financial markets
The European journal of finance
Journal of financial economics
27
Quantitative finance
24
Journal of banking & finance
23
Journal of international financial markets, institutions & money
21
Journal of empirical finance
19
Journal of economic dynamics & control
18
Finance research letters
17
Market microstructure and liquidity
17
Pacific-Basin finance journal
15
Journal of econometrics
14
CFS working paper series
12
International review of financial analysis
12
The review of financial studies
12
Economic modelling
11
NBER working paper series
10
Research paper series / Swiss Finance Institute
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion paper / Tinbergen Institute
8
Europäische Hochschulschriften / 5
8
Gabler Edition Wissenschaft
8
Journal of economic behavior & organization : JEBO
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international money and finance
8
NES working paper series : working paper
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Research in international business and finance
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SFB 649 discussion paper
8
The financial review : the official publication of the Eastern Finance Association
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Working paper
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
7
Economics letters
7
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
7
Journal of financial and quantitative analysis : JFQA
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of trading
7
Working papers / Economics Department, Georgetown University
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ECONIS (ZBW)
51
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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
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:
3
Liquidity components : commonality in liquidity, underreaction, and equity returns
Ince, Baris
- In:
Journal of financial markets
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013397975
Saved in:
4
Hawkes model specification for limit order books
Kirchner, Matthias
;
Vetter, Silvan
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
Saved in:
5
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
6
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:
7
Intraday market making with overnight inventory costs
Adrian, Tobias
;
Capponi, Agostino
;
Fleming, Michael J.
; …
- In:
Journal of financial markets
50
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012703799
Saved in:
8
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:
9
Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein
;
Cai, Charlie X.
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
Saved in:
10
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
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