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~isPartOf:"NES working paper series : working paper"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Electronic trading"
~subject:"Handelsvolumen der Börse"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
Electronic trading
Handelsvolumen der Börse
Market microstructure
34
Marktmikrostruktur
34
Theorie
18
Theory
18
market microstructure
14
Securities trading
13
Wertpapierhandel
13
Bid-ask spread
11
Geld-Brief-Spanne
11
Trading volume
11
Volatility
11
Volatilität
11
Börsenkurs
10
Devisenmarkt
10
Foreign exchange market
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Share price
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liquidity
9
Exchange rate
8
Wechselkurs
8
Liquidity
7
Liquidität
7
invariance
7
order flow
6
Financial market
5
Finanzmarkt
5
Stock market
5
volatility
5
Anlageverhalten
4
Behavioural finance
4
Elektronisches Handelssystem
4
Market liquidity
4
Marktliquidität
4
Transaction costs
4
Transaktionskosten
4
bid-ask spread
4
foreign exchange
4
Asymmetric information
3
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7
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7
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7
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7
Working Paper
7
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English
14
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Obižaeva, Anna
7
Kyle, Albert S.
5
Bondarenko, Oleg
3
Nolte, Ingmar
2
Nolte, Sandra
2
Aitken, Michael J.
1
Andersen, Torben
1
Ap Gwilym, Owain
1
Bae, Kyoung-hun
1
Beltran Lopez, Helena
1
Cumming, Douglas J.
1
Dunne, Peter G.
1
Gramming, Joachim
1
Lee, Eun Jung
1
Menkveld, Albert J.
1
Moore, Michael J.
1
Papavassiliou, Vasileios G.
1
Theissen, Erik
1
Verousis, Thanos
1
Voukelatos, Nikolaos
1
Wang, Yajun
1
Zhan, Feng
1
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NES working paper series : working paper
The European journal of finance
Journal of financial markets
23
Journal of banking & finance
16
Pacific-Basin finance journal
16
International review of financial analysis
15
Journal of international financial markets, institutions & money
15
Journal of empirical finance
14
Quantitative finance
13
Finance research letters
12
Journal of financial economics
11
Market microstructure and liquidity
11
Research in international business and finance
11
CFS working paper series
7
Economic modelling
7
Journal of financial and quantitative analysis : JFQA
7
Working paper
7
Gabler Edition Wissenschaft
6
Journal of economic dynamics & control
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CEFIR and NES working papers
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets review
5
International review of economics & finance : IREF
5
Journal of international money and finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of quantitative finance and accounting
5
SAFE working paper
5
The financial review : the official publication of the Eastern Finance Association
5
The review of financial studies
5
Working paper / Centre for Financial Research
5
Applied economics
4
Asia-Pacific journal of financial studies
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
International journal of finance & economics : IJFE
4
Investment management and financial innovations
4
Journal of econometrics
4
Journal of economic behavior & organization : JEBO
4
Research paper series / Swiss Finance Institute
4
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
14
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1
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
2
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
3
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
4
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
5
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
6
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
7
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
8
Trade size, high-frequency trading, and colocation around the world
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
The European journal of finance
23
(
2017
)
7/9
,
pp. 781-801
Persistent link: https://www.econbiz.de/10011740206
Saved in:
9
The information content of retail investors' order flow
Nolte, Ingmar
;
Nolte, Sandra
- In:
The European journal of finance
22
(
2016
)
1/3
,
pp. 80-104
Persistent link: https://www.econbiz.de/10011419948
Saved in:
10
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
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