Results 261 to 270 of about 3,477,957 (284)

Market microstructure: A review from down under

Accounting and Finance, 2011
Carole Comerton-Forde, Henk Berkman
exaly  

Some tests of market microstructure hypotheses in the foreign exchange market

Journal of Multinational Financial Management, 1997
Ronald Macdonald
exaly  

High frequency market microstructure noise estimates and liquidity measures

Annals of Applied Statistics, 2009
Jialin Yu, Yacine Ait-Sahalia
exaly  

The market microstructure approach to foreign exchange: Looking back and looking forward

Journal of International Money and Finance, 2013
Michael King, Carol Osler, Dagfinn Rime   +2 more
exaly  

Market Microstructure Design and Flash Crashes: A Simulation Approach

Journal of Applied Economics, 2013
Jakša Cvitanic
exaly  

Market microstructure: a comparative study of Bombay stock exchange and national stock exchange

Journal of Advances in Management Research, 2020
Vanita Tripathi
exaly  

Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks

Journal of Business and Economic Statistics, 2009
Walter Distaso, Basel Awartani
exaly  

Market Microstructure

2003
openaire   +1 more source

Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise

Multiscale Modeling and Simulation, 2010
Grigorios Pavliotis
exaly  

Symposium on market microstructure: Focus on Nasdaq

Journal of Financial Economics, 1997
G William Schwert
exaly