//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ap Gwilym, Owain"
~person:"Lillo, Fabrizio"
~person:"Ryu, Doojin"
~type_genre:"Article in journal"
~type_genre:"Reprint"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Microstructure of markets"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
23
Marktmikrostruktur
23
Bid-ask spread
11
Geld-Brief-Spanne
11
Theorie
10
Theory
10
Börsenkurs
9
Share price
9
Securities trading
7
Wertpapierhandel
7
Handelsvolumen der Börse
6
Option trading
6
Optionsgeschäft
6
Trading volume
6
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Asymmetric information
4
Asymmetrische Information
4
Liquidity
4
market microstructure
4
Bourse
3
Börse
3
Devisenmarkt
3
Foreign exchange market
3
KOSPI200 futures
3
Liquidität
3
Price impact
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Derivat
2
Derivative
2
Index futures
2
Index-Futures
2
Informed trading
2
KOSPI200 options
2
Market impact model
2
Option pricing theory
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Reprint
Aufsatz in Zeitschrift
23
Aufsatz im Buch
2
Book section
2
Language
All
English
23
Author
All
Ap Gwilym, Owain
Lillo, Fabrizio
Ryu, Doojin
O'Hara, Maureen
22
Frino, Alex
14
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
Mykland, Per A.
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Li, Yingying
8
Menkhoff, Lukas
8
Nolte, Ingmar
8
Rime, Dagfinn
8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lepone, Andrew
7
Lien, Da-hsiang Donald
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Stoll, Hans R.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
Lehalle, Charles-Albert
6
more ...
less ...
Published in...
All
Quantitative finance
4
The European journal of finance
3
International review of economics & finance : IREF
2
Journal of business economics and management
2
Journal of international financial markets, institutions & money
2
Applied economics letters
1
Economics letters
1
Emerging markets review
1
Finance research letters
1
Global finance journal
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of economic dynamics & control
1
Pacific-Basin finance journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
2
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:
3
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
4
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
5
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
6
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 145-164
Persistent link: https://www.econbiz.de/10012133316
Saved in:
7
Who has volatility information in the index options market?
Ryu, Doojin
;
Yang, Heejin
- In:
Finance research letters
30
(
2019
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
Saved in:
8
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
9
Linear models for the impact of order flow on prices, I.: History dependent impact models
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 903-915
Persistent link: https://www.econbiz.de/10011910928
Saved in:
10
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->