Results 251 to 260 of about 3,477,957 (284)

Disentangling Sources of High Frequency Market Microstructure Noise

Journal of Business and Economic Statistics, 2021
Simon Clinet, Yoann Potiron
exaly  

Convergence in cryptocurrency prices? the role of market microstructure

Finance Research Letters, 2021
James Payne, Dimitrios Koutmos
exaly  

Microstructure and market dynamics in crypto markets

Journal of Financial Markets
Maureen O'Hara, David Easley, Songshan Yang, Zhibai Zhang   +3 more
openaire   +1 more source

Empirical Market Microstructure

2007
Abstract The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
openaire   +1 more source

Market microstructure

Journal of Financial Economics, 1976
openaire   +1 more source

Market Microstructure

2014
openaire   +2 more sources

Market Microstructure

2009
Clara Vega, Christian S. Miller
openaire   +1 more source

Realized Variance and Market Microstructure Noise

Journal of Business and Economic Statistics, 2006
Asger Lunde
exaly  

Market Microstructure

2008
openaire   +1 more source

Market microstructure and corporate finance

Journal of Corporate Finance, 2003
Marc L Lipson
exaly