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~isPartOf:"Market microstructure and liquidity"
~subject:"Deutschland"
~subject:"Finanzmarkt"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
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Securities trading
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Rosenbaum, Mathieu
2
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1
Blanc, Pierre
1
Blau, Benjamin
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Market microstructure and liquidity
Journal of banking & finance
31
Journal of financial markets
29
Finance research letters
20
International review of financial analysis
19
Journal of financial economics
19
Pacific-Basin finance journal
19
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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Applied economics letters
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Asia-Pacific journal of financial studies
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Financial markets and portfolio management
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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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Computational economics
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International review of economics & finance : IREF
7
Journal of behavioral and experimental finance
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Zeitschrift für Bankrecht und Bankwirtschaft : ZBB
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Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
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Journal of economic theory
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Bulletin / Bank of Finland
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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:
2
Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin
;
Whitby, Ryan
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
Saved in:
3
Trade Intensity and Liquidity
Brigida, Matt
;
Pratt, William
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012256399
Saved in:
4
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
5
Order flows and limit order book resiliency on the Meso-scale
Bechler, Kyle
;
Ludkovski, Mike
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988892
Saved in:
6
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
7
Extension and calibration of a Hawkes-based optimal execution model
Alfonsi, Aurélien
;
Blanc, Pierre
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-55
Persistent link: https://www.econbiz.de/10011588251
Saved in:
8
Large tick assets : implicit spread and optimal tick size
Dayri, Khalil
;
Rosenbaum, Mathieu
- In:
Market microstructure and liquidity
1
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588190
Saved in:
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