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~isPartOf:"Journal of financial markets"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"United States"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
United States
Market microstructure
113
Marktmikrostruktur
113
Securities trading
43
Wertpapierhandel
43
Theorie
42
Theory
42
Börsenkurs
27
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26
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26
Handelsvolumen der Börse
18
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Liquidity
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market microstructure
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order flow
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English
23
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Battalio, Robert H.
2
Jennings, Robert H.
2
Odders-White, Elizabeth R.
2
Aitken, Michael J.
1
Andersen, Torben
1
Anshuman, V. Ravi
1
Bondarenko, Oleg
1
Chan, Kalok
1
Cumming, Douglas J.
1
Dunne, Peter G.
1
Easley, David
1
Engle, Robert F.
1
Fleming, Michael J.
1
Frutos, Maria Angeles de
1
Hatch, Brian
1
He, Chen
1
Henker, Thomas
1
Huang, Hong-Gia
1
Jiang, Christine X.
1
Kalay, Avner
1
Kavajecz, Kenneth A.
1
Kedia, Simi
1
Krishnan, C.N.V.
1
Kyle, Albert S.
1
Lange, Joe
1
Lipson, Marc
1
López de Prado, Marcos M.
1
Manzano Tovar, Carolina
1
McInish, Thomas H.
1
Menkveld, Albert J.
1
Mizrach, Bruce Marshall
1
Moore, Michael J.
1
Mortal, Sandra
1
Nguyen, Giang H.
1
Næs, Randi
1
O'Hara, Maureen
1
Obižaeva, Anna
1
Pagano, Michael S.
1
Papavassiliou, Vasileios G.
1
Peng, Lin
1
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Journal of financial markets
The European journal of finance
Journal of financial economics
24
Journal of banking & finance
21
Journal of financial and quantitative analysis : JFQA
12
Journal of empirical finance
10
Pacific-Basin finance journal
10
The review of financial studies
10
The financial review : the official publication of the Eastern Finance Association
9
CFS working paper series
8
Working paper
8
Finance research letters
7
Journal of international financial markets, institutions & money
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
International review of financial analysis
6
Research in international business and finance
6
Review of quantitative finance and accounting
6
The journal of futures markets
6
Journal of international money and finance
5
Market microstructure and liquidity
5
Staff reports / Federal Reserve Bank of New York
5
The journal of finance : the journal of the American Finance Association
5
Applied economics
4
Asia-Pacific journal of financial studies
4
Economic modelling
4
International finance discussion papers
4
International review of economics & finance : IREF
4
Journal of economic behavior & organization : JEBO
4
Journal of economics & business
4
Journal of economics and finance
4
SAFE working paper
4
SFB 649 discussion paper
4
Symposium on market microstructure
4
CEFIR and NES working papers
3
CFS Working Paper
3
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Emerging markets review
3
Gabler Edition Wissenschaft
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ECONIS (ZBW)
23
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1
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:
2
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:
3
The microstructure of a U.S. Treasury ECN : the BrokerTec platform
Fleming, Michael J.
;
Mizrach, Bruce Marshall
;
Nguyen, …
- In:
Journal of financial markets
40
(
2018
),
pp. 2-22
Persistent link: https://www.econbiz.de/10012001820
Saved in:
4
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:
5
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:
6
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:
7
A call auction's impact on price formation and order routing : evidence from the NASDAQ stock market
Pagano, Michael S.
;
Peng, Lin
- In:
Journal of financial markets
16
(
2013
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10009750776
Saved in:
8
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
Saved in:
9
Local market makers, liquidity and market quality
Kedia, Simi
;
Zhou, Xing
- In:
Journal of financial markets
14
(
2011
)
4
,
pp. 540-567
Persistent link: https://www.econbiz.de/10009260961
Saved in:
10
The information content of trading halts
Jiang, Christine X.
;
McInish, Thomas H.
;
Upson, James
- In:
Journal of financial markets
12
(
2009
)
4
,
pp. 703-726
Persistent link: https://www.econbiz.de/10003902727
Saved in:
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