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~isPartOf:"Journal of financial markets"
~subject:"Share price"
~subject:"United States"
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Search: subject_exact:"Marktmikrostruktur"
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Share price
United States
Market microstructure
88
Marktmikrostruktur
88
Securities trading
34
Wertpapierhandel
34
Theorie
31
Theory
31
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Andersen, Torben
2
Battalio, Robert H.
2
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2
Easley, David
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Grass, Gunnar
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Journal of financial markets
Journal of banking & finance
32
Journal of financial economics
32
Quantitative finance
30
Pacific-Basin finance journal
22
Journal of empirical finance
18
Market microstructure and liquidity
18
Journal of econometrics
17
International review of financial analysis
16
The financial review : the official publication of the Eastern Finance Association
14
Journal of financial and quantitative analysis : JFQA
13
The review of financial studies
13
CFS working paper series
11
Journal of economic dynamics & control
11
Finance research letters
10
Journal of international financial markets, institutions & money
10
Review of quantitative finance and accounting
10
The journal of futures markets
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
International journal of theoretical and applied finance
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk and financial management : JRFM
8
SFB 649 discussion paper
8
Applied mathematical finance
7
Economic modelling
7
Journal of international money and finance
7
Research in international business and finance
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
International review of economics & finance : IREF
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NBER working paper series
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Research paper series / Swiss Finance Institute
6
Staff reports / Federal Reserve Bank of New York
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The European journal of finance
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Asia-Pacific journal of financial studies
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Emerging markets review
5
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
35
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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
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:
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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