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~subject:"Bourse"
~type_genre:"Article in journal"
~type_genre:"Mikroform"
~type_genre:"Reprint"
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Search: subject_exact:"Microstructure of markets"
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Bourse
Market microstructure
1,543
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1,543
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515
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515
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489
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Hung, Pi-Hsia
8
Lien, Da-hsiang Donald
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Stenfors, Alexis
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Pacific-Basin finance journal
18
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10
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10
Journal of international financial markets, institutions & money
8
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6
Journal of banking & finance
5
Journal of empirical finance
5
Market microstructure and liquidity
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Kredit und Kapital
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Asia-Pacific journal of financial studies
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Equilibrium : quarterly journal of economics and economic policy
2
European financial management : the journal of the European Financial Management Association
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International journal of economics and financial issues : IJEFI
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International journal of financial engineering
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economics & business
2
Journal of financial and quantitative analysis : JFQA
2
Journal of risk and financial management : JRFM
2
Managerial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
The European journal of finance
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of finance : the journal of the American Finance Association
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Advances in Pacific Basin financial markets
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Applied economics letters
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Applied financial economics letters
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ECONIS (ZBW)
192
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1
Optimal trade execution in cryptocurrency markets
Bundi, Nils
;
Wei, Ching-Lin
;
Khashanah, Khaldoun
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
2
,
pp. 283-318
Persistent link: https://www.econbiz.de/10014584489
Saved in:
2
Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Stenfors, Alexis
;
Dilshani, Kaveesha
;
Guo, Andy
;
Mere, Peter
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535735
Saved in:
3
The determinants of limit order cancellations
Dahlström, Petter
;
Hagströmer, Björn
;
Nordén, Lars L.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 181-201
Persistent link: https://www.econbiz.de/10014483152
Saved in:
4
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
Saved in:
5
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
Saved in:
6
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
7
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:
8
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
9
Competition between securities markets : stock exchange industry regulation in the Paris financial center at the turn of the twentieth century
Hautcoeur, Pierre-Cyrille
;
Rezaee, Amir
;
Riva, Angelo
- In:
Cliometrica : journal of historical economics and …
17
(
2023
)
2
,
pp. 261-299
Persistent link: https://www.econbiz.de/10014253840
Saved in:
10
Trade informativeness in modern markets
Nawn, Samarpan
;
Raizada, Gaurav
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10013540889
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