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~isPartOf:"Journal of financial markets"
~subject:"Exchange rate"
~subject:"Share price"
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Search: subject_exact:"Marktmikrostruktur"
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Exchange rate
Share price
Market microstructure
88
Marktmikrostruktur
88
Securities trading
34
Wertpapierhandel
34
Theorie
31
Theory
31
Bid-ask spread
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Andersen, Torben
2
Bondarenko, Oleg
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Easley, David
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Grass, Gunnar
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Melvin, Michael
2
O'Hara, Maureen
2
Anand, Amber
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Anshuman, V. Ravi
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Augustin, Patrick
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Journal of financial markets
Quantitative finance
30
Pacific-Basin finance journal
22
International review of financial analysis
19
Journal of financial economics
19
Market microstructure and liquidity
19
Journal of banking & finance
18
Journal of econometrics
17
Journal of empirical finance
16
Journal of international money and finance
16
The European journal of finance
14
Finance research letters
12
Journal of international financial markets, institutions & money
12
Journal of economic dynamics & control
11
The financial review : the official publication of the Eastern Finance Association
11
Economic modelling
10
International journal of finance & economics : IJFE
10
NBER working paper series
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The review of financial studies
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CFS working paper series
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of quantitative finance and accounting
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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NBER Working Paper
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Applied mathematical finance
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Europäische Hochschulschriften / 5
7
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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Emerging markets review
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
25
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1
Understanding the impacts of dark pools on price discovery
Ye, Linlin
- In:
Journal of financial markets
68
(
2024
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014491076
Saved in:
2
Informed options strategies before corporate events
Augustin, Patrick
;
Brenner, Menachem
;
Grass, Gunnar
; …
- In:
Journal of financial markets
63
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014278622
Saved in:
3
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:
4
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:
5
Nothing but noise? : price discovery across cryptocurrency exchanges
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Journal of financial markets
54
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013273162
Saved in:
6
Retaining alpha : the effect of trade size and rebalancing frequency on FX strategy returns
Melvin, Michael
;
Pan, Wenqiang
;
Wikstrom, Petra
- In:
Journal of financial markets
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013536260
Saved in:
7
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:
8
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:
9
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:
10
Intraday price discovery in fragmented markets
Ozturk, Sait R.
;
Wel, Michel van der
;
Dijk, Dick van
- In:
Journal of financial markets
32
(
2017
),
pp. 28-48
Persistent link: https://www.econbiz.de/10011814977
Saved in:
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