A bibliometric review of Market Microstructure literature: Current status, development, and future directions-Reference-Cited by-同舟云学术

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A bibliometric review of Market Microstructure literature: Current status, development, and future directions

Published:2024-09 Issue: Volume: Page:106086
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

V.K. Anand Krishnan^ORCID,Chalissery Meera Davi^ORCID,Thomas Sony^ORCID

Publisher

Elsevier BV

Reference70 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;Rev. Financ. Stud.,1988

2. How often to sample a continuous-time process in the presence of market microstructure noise;Ait-Sahalia;Rev. Financ. Stud.,2005

3. Bitcoin spot and futures market microstructure;Aleti;J. Futures Mark.,2021

4. Cryptocurrency market microstructure: a systematic literature review;Almeida;Ann. Oper. Res.,2024

5. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

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