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~subject:"Market microstructure"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Market microstructure
Prognoseverfahren
Marktmikrostruktur
1,541
Börsenkurs
918
Share price
918
Theorie
734
Theory
734
Wertpapierhandel
574
Securities trading
573
Volatility
517
Volatilität
515
Stock market
465
Aktienmarkt
463
Estimation
404
Schätzung
404
Capital income
370
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370
Asymmetric information
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292
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272
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272
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245
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215
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215
Electronic trading
189
Elektronisches Handelssystem
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Handelsvolumen der Börse
183
Liquidität
183
Trading volume
183
Devisenmarkt
181
Foreign exchange market
181
Efficient market hypothesis
166
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166
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163
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O'Hara, Maureen
23
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14
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13
Chung, Kee H.
10
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10
Mykland, Per A.
10
Ryu, Doojin
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Sensoy, Ahmet
9
Grammig, Joachim
8
Lepone, Andrew
8
Li, Yingying
8
Menkhoff, Lukas
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Nolte, Ingmar
8
Rime, Dagfinn
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lillo, Fabrizio
7
Liu, Zhi
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
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Lehalle, Charles-Albert
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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
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Journal of financial markets
89
Journal of banking & finance
74
Journal of financial economics
60
Journal of econometrics
52
Quantitative finance
41
Pacific-Basin finance journal
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
Journal of empirical finance
38
International review of financial analysis
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Research in international business and finance
16
The journal of futures markets
16
Economics letters
15
Economic modelling
14
Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of finance : the journal of the American Finance Association
12
Applied economics
11
Journal of economic behavior & organization : JEBO
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The journal of trading
11
Applied mathematical finance
10
Asia-Pacific journal of financial studies
9
Cogent economics & finance
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Econometrics : open access journal
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ECONIS (ZBW)
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1
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
2
The accuracy of trade classification systems on the foreign exchange market : evidence from the RUB USD market
Frömmel, Michael
;
D'Hoore, Dick
;
Lampaert, Kevin
- In:
Finance research letters
42
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014580438
Saved in:
3
Manipulation of the large shareholder with the existence of a potential raider
Hsu, Chih-hsiang
- In:
International journal of economics and finance
6
(
2014
)
2
,
pp. 40-49
Persistent link: https://www.econbiz.de/10010257691
Saved in:
4
Information content of inter-transaction time : a structural approach
Ryu, Doojin
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 697-711
Persistent link: https://www.econbiz.de/10011383043
Saved in:
5
Price improvement and execution risk in lit and dark markets
Brolley, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 863-886
Persistent link: https://www.econbiz.de/10012213246
Saved in:
6
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
7
What does PIN identify? : evidence from the T-bill market
Akay, Ozgur
;
Cyree, Ken B.
;
Griffiths, Mark D.
; …
- In:
Journal of financial markets
15
(
2012
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10009356614
Saved in:
8
A computing bias in estimating the probability of informed trading
Lin, Hsiou-Wei William
;
Ke, Wen-Chyan
- In:
Journal of financial markets
14
(
2011
)
4
,
pp. 625-640
Persistent link: https://www.econbiz.de/10009260944
Saved in:
9
Informed trading and market structure
Cai, Charlie X.
;
Harris, Jeffrey H.
;
Hudson, Robert S.
; …
- In:
European financial management : the journal of the …
21
(
2015
)
1
,
pp. 148-177
Persistent link: https://www.econbiz.de/10010516692
Saved in:
10
Informed traders' arrival in foreign exchange markets : does geography matter?
Gençay, Ramazan
;
Gradojevic, Nikola
;
Olsen, Richard
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1431-1462
Persistent link: https://www.econbiz.de/10011377058
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