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~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Bourse"
~subject:"Volatility"
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Search: subject:"Mikrostrukturanalyse"
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Aktienmarkt
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Market microstructure
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10
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10
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Aitken, Michael J.
1
Beltran Lopez, Helena
1
Cassola, Nuno
1
Chen, Jing
1
Cumming, Douglas J.
1
Djupsjöbacka, Daniel
1
Dunne, Peter G.
1
Gramming, Joachim
1
Kryzanowski, Lawrence
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Lazrak, Skander
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Menkveld, Albert J.
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Moore, Michael J.
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Morana, Claudio
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Papavassiliou, Vasileios G.
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1
Wen, Jiaqi
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The European journal of finance
Journal of econometrics
41
Pacific-Basin finance journal
24
Journal of financial markets
23
Journal of financial economics
21
Journal of banking & finance
20
Quantitative finance
18
Finance research letters
17
Journal of empirical finance
17
Journal of international financial markets, institutions & money
17
International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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CFS working paper series
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SFB 649 discussion paper
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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 finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NES working paper series : working paper
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CEFIR and NES working papers
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Economics letters
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Journal of economic behavior & organization : JEBO
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
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:
3
Optimal informed trading in the foreign exchange market
Vitale, Paolo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 989-1013
Persistent link: https://www.econbiz.de/10009691771
Saved in:
4
Limit order books and trade informativeness
Beltran Lopez, Helena
;
Gramming, Joachim
;
Menkveld, …
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
Saved in:
5
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
Saved in:
6
Implications of market microstructure for realized variance measurement
Djupsjöbacka, Daniel
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10003954407
Saved in:
7
Trading activity, trade costs and informed trading for acquisition targets and acquirers
Kryzanowski, Lawrence
;
Lazrak, Skander
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 405-439
Persistent link: https://www.econbiz.de/10003570550
Saved in:
8
Volatility of interest rates in the euro area : evidence from high frequency data
Cassola, Nuno
;
Morana, Claudio
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 513-528
Persistent link: https://www.econbiz.de/10003382823
Saved in:
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