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~isPartOf:"Pacific-Basin finance journal"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Search: subject_exact:"Microstructure of markets"
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Börsenkurs
Market microstructure
39
Marktmikrostruktur
39
Securities trading
23
Wertpapierhandel
23
Share price
22
Bourse
18
Börse
18
Bid-ask spread
11
Geld-Brief-Spanne
11
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10
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10
Australia
8
Australien
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Anlageverhalten
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Behavioural finance
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Electronic trading
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Order aggressiveness
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Ankündigungseffekt
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Announcement effect
3
Estimation
3
Limit order book
3
Market quality
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Schätzung
3
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2
Asia-Pacific region
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Frino, Alex
2
Hung, Pi-Hsia
2
Kalev, Petko S.
2
Wee, Marvin
2
Ahn, Hee-joon
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Banerjee, Anirban
1
Chen, Jing
1
Chen, Shu-Heng
1
Chen, Yi-Hsuan
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Cheung, Stephen Y. L.
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Comerton-Forde, Carole
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Guo, Qian
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1
Hao, Jing
1
He, Feng
1
Huu Nhan Duong
1
Indriawan, Ivan
1
Iwatsubo, Kentaro
1
Jain, Pawan
1
Jiang, Christine X.
1
Kitajima, Kiichi
1
Kubota, Keiichi
1
Lajbcygier, Paul
1
Lien, Da-hsiang Donald
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Liu, Qiang
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Moriyasu, Hiroshi
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West, Andrew
1
Xiao, Xijuan
1
Yamamoto, Ryuichi
1
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Pacific-Basin finance journal
Quantitative finance
30
Journal of financial markets
21
Journal of financial economics
18
Market microstructure and liquidity
18
Journal of econometrics
17
International review of financial analysis
16
Journal of banking & finance
16
Journal of empirical finance
14
The financial review : the official publication of the Eastern Finance Association
11
Finance research letters
10
Journal of economic dynamics & control
10
The review of financial studies
10
Journal of international financial markets, institutions & money
9
Review of quantitative finance and accounting
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
Applied mathematical finance
7
Economic modelling
7
International journal of theoretical and applied finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of economics & finance : IREF
6
The European journal of finance
6
Asia-Pacific journal of financial studies
5
Emerging markets review
5
Applied economics
4
European financial management : the journal of the European Financial Management Association
4
International journal of finance & economics : IJFE
4
Journal of economic behavior & organization : JEBO
4
Journal of economic theory
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Symposium on market microstructure
4
The journal of futures markets
4
Computational economics
3
Journal of economic interaction and coordination : JEIC
3
Journal of economics and finance
3
Journal of financial econometrics
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ECONIS (ZBW)
22
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1
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
2
Price limit and stock market quality : evidence from a quasi-natural experiment in the Chinese stock market
Zhang, Xiaotao
;
Wang, Ziqiao
;
Hao, Jing
;
He, Feng
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013389140
Saved in:
3
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
4
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
5
The changing role of foreign investors in Tokyo stock price formation
Iwatsubo, Kentaro
;
Watkins, Clinton
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013258056
Saved in:
6
How noise trading affects informational efficiency : evidence from an order-driven market
Zhang, Chris H.
;
Kalev, Petko S.
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013332503
Saved in:
7
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
8
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
9
Price discovery, order submission, and tick size during preopen period
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012493843
Saved in:
10
Market quality around macroeconomic news announcements : evidence from the Australian stock market
Indriawan, Ivan
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012494893
Saved in:
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