//--> //--> //--> //-->
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
~isPartOf:"Journal of economic dynamics & control"
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
Tick size and price reversal a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
22
Theory
22
Market microstructure
21
Marktmikrostruktur
21
Börsenkurs
10
Share price
10
Securities trading
9
Wertpapierhandel
9
Handelsvolumen der Börse
5
Public finance
5
Trading volume
5
Öffentliche Finanzen
5
Learning process
4
Lernprozess
4
Anlageverhalten
3
Behavioural finance
3
Bid-ask spread
3
Estimation
3
Finance
3
Geld-Brief-Spanne
3
Limit order book
3
Schätzung
3
Agent-based modeling
2
Agentenbasierte Modellierung
2
Asymmetric information
2
Asymmetrische Information
2
Credit risk
2
Devisenmarkt
2
Dynamic programming
2
Dynamische Optimierung
2
Electronic trading
2
Elektronisches Handelssystem
2
Foreign exchange market
2
High-frequency trading
2
Kreditrisiko
2
Limit order market
2
Liquidity
2
Machine learning
2
Market liquidity
2
Marktliquidität
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Chiarella, Carl
2
Gao, Xuefeng
2
He, Xue-zhong
2
Iori, Giulia
2
Wang, Jian-xin
2
Wei, Lijian
2
Albis, Hippolyte d’
1
Anderson, Heather Margot
1
Arifovic, Jasmina
1
Bollerslev, Tim
1
Boubtane, Ekrame
1
Breton, Michèle
1
Cebiroglu, Gökhan
1
Chen, Yuanyuan
1
Cogan, John F.
1
Cong, F.
1
Coulibaly, Dramane
1
Domowitz, Ian
1
Farmer, J. Doyne
1
Fischer, Thomas G.
1
Fonseca, José da
1
Frijns, Bart
1
Gokan, Yoichi
1
Gradojevic, Nikola
1
Holman, Jill A.
1
Horst, Ulrich
1
Huang, Shirley J.
1
Hujer, Reinhard
1
Huu Nhan Duong
1
Kovaleva, Polina
1
Krauss, Christopher
1
Lajbcygier, Paul
1
Lee, Kyungsub
1
Li Calzi, Marco
1
Li, Duan
1
Lillo, Fabrizio
1
Malevergne, Yannick
1
Manh Cuong Pham
1
Marzouk, Oussama
1
Mehra, Rajnish
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
European journal of operational research : EJOR
179
MPRA Paper
104
Journal of financial markets
90
Journal of banking & finance
79
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Journal of financial economics
62
NBER working paper series
60
Working Papers / eSocialSciences
57
Working paper / National Bureau of Economic Research, Inc.
55
IMF country report
54
Journal of econometrics
53
Books / American Enterprise Institute
52
IDB Publications (Working Papers)
51
NBER Working Paper
50
World Bank E-Library Archive
50
International review of financial analysis
49
Quantitative finance
49
IMF working papers
47
Working Paper
47
Pacific-Basin finance journal
46
Finance research letters
45
CESifo working papers
44
Management Science
44
Working paper
43
Journal of international financial markets, institutions & money
42
Discussion paper / Centre for Economic Policy Research
39
Journal of empirical finance
38
European Journal of Operational Research
37
OECD journal on budgeting
36
Journal of international money and finance
35
MIT Press Books
33
Research in international business and finance
33
London School of Economics and Political Science - Publications
32
International review of economics & finance : IREF
30
Policy research working paper : WPS
30
SpringerLink / Bücher
30
The European journal of finance
30
Economics Papers from University Paris Dauphine
29
AGDI Working Paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
2
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:
3
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Saved in:
4
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Saved in:
5
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
6
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
7
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
8
Learning to predict rationally when beliefs are heterogeneous
Wenzelburger, Jan
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 2075-2104
Persistent link: https://www.econbiz.de/10002100159
Saved in:
9
Bayesian analysis of structural credit risk models with microstructure noises
Huang, Shirley J.
;
Yu, Jun
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008893
Saved in:
10
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
Yamamoto, Ryuichi
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1938-1963
Persistent link: https://www.econbiz.de/10009316438
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->