//--> //--> //-->
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:"Cucuringu, Mihai"
~person:"Tóth, Bence"
~subject:"Share price"
~subject:"Stock market"
~subject:"market fragmentation"
~type:"article"
~type_genre:"Article in journal"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock market
market fragmentation
Market microstructure
8
Marktmikrostruktur
8
Börsenkurs
7
Securities trading
6
Wertpapierhandel
6
Theorie
4
Theory
4
Estimation
3
Schätzung
3
Aktienmarkt
2
Capital income
2
Forecasting model
2
Handelsvolumen der Börse
2
Herdenverhalten
2
Herding
2
Kapitaleinkommen
2
Price formation
2
Price impact
2
Prognoseverfahren
2
Trading volume
2
market microstructure
2
Anlageverhalten
1
Behavioral finance
1
Behavioural finance
1
Co-occurrence analysis
1
Cross-impact
1
Financial market
1
Finanzmarkt
1
Forecasting ability
1
Limit orderbooks
1
Liquidity modelling
1
Market impact
1
Market impact model
1
Markov chain
1
Markov-Kette
1
Order flow
1
Order flow imbalance
1
Order imbalances
1
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Cucuringu, Mihai
Tóth, Bence
Hung, Pi-Hsia
8
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
Pani, Sudhanshu
4
Potiron, Yoann
4
Stoll, Hans R.
4
Tourani Rad, Alireza
4
Alfonsi, Aurélien
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Cepoi, Cosmin Octavian
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
more ...
less ...
Published in...
All
Quantitative finance
5
Applied mathematical finance
1
Journal of economic dynamics & control
1
Market microstructure and liquidity
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets
Lu, Yutong
;
Reinert, Gesine
;
Cucuringu, Mihai
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 779-809
Persistent link: https://www.econbiz.de/10015050797
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
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:
4
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:
5
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:
6
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:
7
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
8
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->