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~subject:"Marktmikrostruktur"
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Bid-ask spreads in OTC markets
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Marktmikrostruktur
Bid-ask spread
1,769
Geld-Brief-Spanne
1,733
OTC market
1,249
OTC-Handel
1,248
Theorie
781
Theory
765
Wertpapierhandel
617
Securities trading
601
Börsenkurs
594
Share price
579
Liquidity
531
Derivat
528
Derivative
527
Liquidität
497
Market microstructure
451
USA
442
United States
431
Aktienmarkt
348
Stock market
335
Market liquidity
313
Marktliquidität
313
Finanzmarktregulierung
276
Financial market regulation
275
Trading volume
275
Handelsvolumen der Börse
272
Volatilität
267
Volatility
264
Schätzung
256
Estimation
250
Asymmetrische Information
227
Börse
224
Asymmetric information
223
Bourse
221
Elektronisches Handelssystem
207
Electronic trading
206
Finanzmarkt
187
Financial market
184
Welt
184
Transaktionskosten
180
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138
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Article
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Article in journal
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Aufsatz in Zeitschrift
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Graue Literatur
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Non-commercial literature
84
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Arbeitspapier
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16
Aufsatz im Buch
13
Book section
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Thesis
13
Collection of articles written by one author
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Sammlung
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English
427
German
17
French
1
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Author
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Kyle, Albert S.
19
Obižaeva, Anna
10
Obizhaeva, Anna A.
8
Theissen, Erik
8
Ap Gwilym, Owain
7
Chung, Kee H.
6
Nyholm, Ken
6
O'Hara, Maureen
6
Thomas, Stephen
6
Abergel, Frédéric
5
Hautsch, Nikolaus
5
Hess, Dieter
5
McGroarty, Frank
5
Stoll, Hans R.
5
Veredas, David
5
Al-Yahyaee, Khamis Hamed
4
Biais, Bruno
4
Easley, David
4
Freihube, Thorsten
4
Gomber, Peter
4
Gould, Martin
4
Hall, George
4
Han, Yufeng
4
Hau, Harald
4
Howison, Sam
4
Iori, Giulia
4
Killeen, William
4
Moore, Michael
4
Nguyen, Giang H.
4
Rindi, Barbara
4
Rust, John
4
Ryu, Doojin
4
Trifan, Emanuela
4
Anagnostidis, Panagiotis
3
Cheung, Yin-Wong
3
Chuwonganant, Chairat
3
Declerck, Fany
3
Fleming, Michael J.
3
Frino, Alex
3
Gallien, Florent
3
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National Bureau of Economic Research
3
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Nuffield College
1
Oxford Financial Research Centre
1
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Journal of financial markets
22
Journal of financial economics
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
11
Journal of banking & finance
10
Market microstructure and liquidity
10
Finance research letters
9
Journal of empirical finance
8
International review of financial analysis
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NES working paper series : working paper
6
Quantitative finance
6
Economic modelling
5
The European journal of finance
5
The financial review : the official publication of the Eastern Finance Association
5
European financial management : the journal of the European Financial Management Association
4
International journal of financial engineering
4
International journal of theoretical and applied finance
4
The journal of futures markets
4
Working paper
4
Applied economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Gabler Edition Wissenschaft
3
International journal of economics and finance
3
Journal of economic dynamics & control
3
NBER working paper series
3
Research paper series / Swiss Finance Institute
3
Review of quantitative finance and accounting
3
SAFE working paper
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics letters
2
Asia-Pacific journal of financial studies
2
Banking and finance review
2
CEFIR and NES working papers
2
Corporate finance
2
Darmstadt discussion papers in economics : applied research in economics
2
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
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ECONIS (ZBW)
445
EconStor
1
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11
Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K.
;
Øksendal, Bernt K.
-
2019
Persistent link: https://www.econbiz.de/10012178138
Saved in:
12
High-frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012161455
Saved in:
13
A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas
;
Nikolas, Hourvouliades
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
Saved in:
14
Toward a fully continuous exchange
Kyle, Albert S.
;
Lee, Jeongmin
- In:
Oxford review of economic policy
33
(
2017
)
4
,
pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
Saved in:
15
Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Lerner, Peter
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403193
Saved in:
16
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
17
The determinanants of bid-ask spread in the Guyanese FX market
Khemraj, Tarron
;
Pasha, Sukrishnalall
- In:
The journal of developing areas
48
(
2014
)
2
,
pp. 39-62
Persistent link: https://www.econbiz.de/10010364679
Saved in:
18
Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
The financial review : the official publication of the …
49
(
2014
)
3
,
pp. 435-460
Persistent link: https://www.econbiz.de/10010401381
Saved in:
19
Modeling bid and ask price dynamics with an extended hawkes process and its empirical applications for high-frequency stock market data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1099-1142
Persistent link: https://www.econbiz.de/10014391445
Saved in:
20
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
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