Market microstructure: A survey-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Market microstructure: A survey

Published:2000-08 Issue:3 Volume:3 Page:205-258
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Madhavan Ananth

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference180 articles.

1. A theory of intraday trading patterns;Admati;Review of Financial Studies,1988

2. Sunshine trading and financial market equilibrium;Admati;Review of Financial Studies,1991

3. Dealership market;Amihud;Journal of Financial Economics,1980

4. Asset pricing and the bid–ask spread;Amihud;Journal of Financial Economics,1986

5. Trading mechanisms and stock returns;Amihud;Journal of Finance,1987

Cited by 611 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Does speculation impair informational efficiency? New evidence from the Indian agricultural commodity market;Journal of Agribusiness in Developing and Emerging Economies;2024-09-03

2. Misreaction, hedging pressure, and its effect on the futures market;Pacific-Basin Finance Journal;2024-09

3. A bibliometric review of Market Microstructure literature: Current status, development, and future directions;Finance Research Letters;2024-09

4. MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading;Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;2024-08-24

5. Integrated volatility estimation: the case of observed noise variables;Journal of the Korean Statistical Society;2024-08-21

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP