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~person:"Cucuringu, Mihai"
~person:"Hung, Pi-Hsia"
~subject:"Share price"
~subject:"Stock market"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Microstructure of markets"
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Share price
Stock market
Market microstructure
12
Marktmikrostruktur
12
Securities trading
12
Wertpapierhandel
12
Börsenkurs
11
Bourse
8
Börse
8
Taiwan
7
Anlageverhalten
6
Behavioural finance
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Aktienmarkt
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Order aggressiveness
4
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3
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Microstructure
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Cucuringu, Mihai
Hung, Pi-Hsia
O'Hara, Maureen
7
Theissen, Erik
7
Frijns, Bart
6
Lien, Da-hsiang Donald
6
Lillo, Fabrizio
6
Abergel, Frédéric
5
Bouchaud, Jean-Philippe
5
Schwartz, Robert A.
5
Yamamoto, Ryuichi
5
Al-Yahyaee, Khamis Hamed
4
Andersen, Torben
4
Cont, Rama
4
Easley, David
4
Frino, Alex
4
Gau, Yin-feng
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
Li, Yingying
4
Nolte, Ingmar
4
Potiron, Yoann
4
Stoll, Hans R.
4
Tourani Rad, Alireza
4
Tóth, Bence
4
Alfonsi, Aurélien
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Chen, Jing
3
Chung, Kee H.
3
Clinet, Simon
3
Gurgul, Henryk
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Ibikunle, Gbenga
3
Inci, Ahmet Can
3
Indriawan, Ivan
3
Jiang, George J.
3
Kalev, Petko S.
3
Lehalle, Charles-Albert
3
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Pacific-Basin finance journal
2
Quantitative finance
2
Review of quantitative finance and accounting
2
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
11
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1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
3
Fragmentation, price formation and cross-impact in bitcoin markets
Albers, Jakob
;
Cucuringu, Mihai
;
Howison, Sam
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 395-448
Persistent link: https://www.econbiz.de/10013411711
Saved in:
4
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
5
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
6
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
7
Whose trades move stock prices? : evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lin, Zong-Wei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 25-50
Persistent link: https://www.econbiz.de/10012390645
Saved in:
8
Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
Saved in:
9
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
Saved in:
10
Investor sentiment, order submission, and investment performance on the Taiwan stock exchange
Hung, Pi-Hsia
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011669228
Saved in:
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