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~isPartOf:"Market microstructure and liquidity"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Marktmikrostruktur"
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Aktienmarkt
Marktmikrostruktur
Market microstructure
50
Securities trading
31
Wertpapierhandel
31
Theorie
25
Theory
25
Börsenkurs
24
Share price
24
market microstructure
19
Bid-ask spread
15
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15
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11
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11
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11
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11
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8
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order flow
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Bourse
7
Börse
7
Market liquidity
7
Marktliquidität
7
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6
Behavioural finance
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Liquidity
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Liquidität
5
liquidity
5
Adverse Selektion
4
Adverse selection
4
foreign exchange
4
high-frequency trading
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limit order book
4
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3
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Gould, Martin
3
Lehalle, Charles-Albert
3
Rosenbaum, Mathieu
3
Ap Gwilym, Owain
2
Bouchaud, Jean-Philippe
2
Daníelsson, Jón
2
Howison, Sam
2
Lasnier, Matthieu
2
Nolte, Ingmar
2
Nolte, Sandra
2
Payne, Richard
2
Reitz, Stefan
2
Schmidt, Markus A.
2
Taylor, Mark P.
2
Abergel, Frédéric
1
Aitken, Michael J.
1
Alfonsi, Aurélien
1
Aquilina, Matteo
1
Bacry, Emmanuel
1
Bechler, Kyle
1
Bel Hadj Ayed, Ahmed
1
Beltran Lopez, Helena
1
Benzaquen, Michael
1
Besson, Paul
1
Blanc, Pierre
1
Bonart, J.
1
Bonart, Julius
1
Brugler, James
1
Cai, Charlie X.
1
Cassola, Nuno
1
Cebiroglu, Gökhan
1
Chalamandaris, George
1
Challet, Damien
1
Chen, Jing
1
Cumming, Douglas J.
1
Dayri, Khalil
1
Djupsjöbacka, Daniel
1
Donier, J.
1
Drame, Mouhamad
1
Dunne, Peter G.
1
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Market microstructure and liquidity
The European journal of finance
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
Quantitative finance
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
The journal of futures markets
16
Economics letters
15
Research in international business and finance
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
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Working paper / Norges Bank
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Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
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ECONIS (ZBW)
50
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1
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
2
Hawkes model specification for limit order books
Kirchner, Matthias
;
Vetter, Silvan
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
Saved in:
3
Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
4
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
5
Adverse-selection considerations in the market-making of corporate bonds
Chalamandaris, George
;
Vlachogiannakis, Nikos E.
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1673-1702
Persistent link: https://www.econbiz.de/10012314645
Saved in:
6
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
7
Assessing MiFID II regulation on tick sizes : a transaction costs analysis viewpoint
Laruelle, Sophie
;
Rosenbaum, Mathieu
;
Savku, Emel
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819950
Saved in:
8
Price impact in a latent order book
Lemhadri, Ismael
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012820060
Saved in:
9
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
10
Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein
;
Cai, Charlie X.
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
Saved in:
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