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~isPartOf:"Journal of international money and finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Search: subject_exact:"Microstructure of markets"
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Market microstructure
56
Marktmikrostruktur
56
Devisenmarkt
25
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21
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21
Volatility
18
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Menkhoff, Lukas
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Marsh, Ian
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Journal of international money and finance
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
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International review of financial analysis
35
Journal of empirical finance
35
Market microstructure and liquidity
25
The European journal of finance
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International journal of finance & economics : IJFE
21
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The financial review : the official publication of the Eastern Finance Association
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
The journal of futures markets
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Economics letters
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Economic modelling
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Journal of economic behavior & organization : JEBO
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of trading
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Applied mathematical finance
10
Journal of risk and financial management : JRFM
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Asia-Pacific journal of financial studies
9
Global finance journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata
;
Palczewski, Andrzej
- In:
Research in international business and finance
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Saved in:
2
The currency that came in from the cold : capital controls and the information content of order flow
Breedon, Francis J.
;
Thórarinn G. Pétursson
;
Vitale, Paolo
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478208
Saved in:
3
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
4
Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho
;
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248964
Saved in:
5
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
6
Multidimensional noise and non-fundamental information diversity
Russ, David
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413525
Saved in:
7
Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro
;
Itō, Takatoshi
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
Saved in:
8
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
9
The interrelationship between order flow, exchange rate, and the role of American economic news
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013186532
Saved in:
10
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
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