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~isPartOf:"Journal of financial markets"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~type:"article"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
Market microstructure
112
Marktmikrostruktur
112
Securities trading
43
Wertpapierhandel
43
Theorie
42
Theory
42
Börsenkurs
27
Share price
27
Bid-ask spread
26
Geld-Brief-Spanne
26
Handelsvolumen der Börse
17
Liquidity
17
Trading volume
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Elektronisches Handelssystem
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Stock market
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Transaction costs
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Transaktionskosten
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market microstructure
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Option trading
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Optionsgeschäft
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order flow
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Aitken, Michael J.
1
Andersen, Torben
1
Bondarenko, Oleg
1
Chan, Kalok
1
Cumming, Douglas J.
1
Dunne, Peter G.
1
Easley, David
1
Frutos, Maria Angeles de
1
He, Chen
1
Henker, Thomas
1
Huang, Hong-Gia
1
Kedia, Simi
1
Kyle, Albert S.
1
López de Prado, Marcos M.
1
Manzano Tovar, Carolina
1
Menkveld, Albert J.
1
Moore, Michael J.
1
O'Hara, Maureen
1
Obižaeva, Anna
1
Odders-White, Elizabeth R.
1
Papavassiliou, Vasileios G.
1
Ready, Mark J.
1
Tsai, Wei-Che
1
Tuzun, Tugkan
1
Wang, Jian-xin
1
Weng, Pei-Shih
1
Wu, Ming-Hung
1
Zhan, Feng
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Zhishu Yang
1
Zhou, Xing
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Journal of financial markets
The European journal of finance
Pacific-Basin finance journal
10
Finance research letters
7
Journal of empirical finance
7
International review of financial analysis
6
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
Applied economics
4
Asia-Pacific journal of financial studies
4
Economic modelling
4
Journal of banking & finance
4
Journal of economic behavior & organization : JEBO
4
Journal of financial economics
4
Market microstructure and liquidity
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Emerging markets review
3
International review of economics & finance : IREF
3
Journal of financial and quantitative analysis : JFQA
3
Quantitative finance
3
The financial review : the official publication of the Eastern Finance Association
3
Applied financial economics
2
Asia-Pacific financial markets
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical research on the German capital market : with 60 tables
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Equilibrium : quarterly journal of economics and economic policy
2
European financial management : the journal of the European Financial Management Association
2
German financial markets and institutions: selected studies
2
Heterogenous agents, interactions and economic performance
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economics and finance
2
International journal of economics and financial issues : IJEFI
2
International journal of finance & economics : IJFE
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Managerial economics
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Romanian journal of economic forecasting
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The journal of applied business research
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The journal of finance : the journal of the American Finance Association
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Advances in quantitative analysis of finance and accounting : a research annual
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ECONIS (ZBW)
10
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10
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date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
The informativeness of domestic and foreign investors' stock trades : evidence from the perfectly segmented Chinese market
Chan, Kalok
;
Menkveld, Albert J.
;
Zhishu Yang
- In:
Journal of financial markets
10
(
2007
)
4
,
pp. 391-415
Persistent link: https://www.econbiz.de/10003613087
Saved in:
9
The impact of preferencing on execution quality
He, Chen
;
Odders-White, Elizabeth R.
;
Ready, Mark J.
- In:
Journal of financial markets
9
(
2006
)
3
,
pp. 246-273
Persistent link: https://www.econbiz.de/10003357662
Saved in:
10
On the importance of timing specifications in market microstructure research
Henker, Thomas
;
Wang, Jian-xin
- In:
Journal of financial markets
9
(
2006
)
2
,
pp. 162-179
Persistent link: https://www.econbiz.de/10003326696
Saved in:
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