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~subject:"Market microstructure"
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Market microstructure
Theorie
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177
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165
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O'Hara, Maureen
31
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19
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9
López de Prado, Marcos M.
6
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5
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4
Andersen, Torben
3
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3
Saar, Gideon
3
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2
Bondarenko, Oleg
2
Khandani, Amir
2
Prado, Marcos M. López de
2
Arnold, Tom
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1
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Journal of financial economics
9
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4
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NBER working paper series
2
The review of financial studies
2
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ECONIS (ZBW)
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Historical perspectives on bank supervision, asset bubbles, and market microstructure
White, Eugene N.
- In:
NBER reporter online
(
2012
)
4
,
pp. 16-18
Persistent link: https://www.econbiz.de/10011367780
Saved in:
2
The Paris Bourse, 1724 - 1814 : experiments in microstructure
White, Eugene N.
- In:
Finance, intermediaries, and economic development
,
(pp. 34-74)
.
2003
Persistent link: https://www.econbiz.de/10002039251
Saved in:
3
The crash of 1882 and the bailout of the Paris bourse
White, Eugene N.
- In:
Cliometrica : journal of historical economics and …
1
(
2007
)
2
,
pp. 115-144
Persistent link: https://www.econbiz.de/10003511451
Saved in:
4
Market microstructure
Easley, David
- In:
Finance
,
(pp. 357-383)
.
1995
Persistent link: https://www.econbiz.de/10001318007
Saved in:
5
One day in the life of a very common stock
Easley, David
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 805-835
Persistent link: https://www.econbiz.de/10001227976
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6
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
7
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:
8
From mining to markets : The evolution of bitcoin transaction fees
Easley, David
;
O'Hara, Maureen
;
Basu, Soumya
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10012166796
Saved in:
9
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
10
VPIN and the Flash Crash : a rejoinder
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 47-52
Persistent link: https://www.econbiz.de/10010436247
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