SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Market Microstructure · Study

ChapterShelves

ChapterMarket Microstructure

Hans R. Stoll2003

Chapter2003

Market Microstructure

92 citations·0/0 files stored·Handbook of the economics of finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 92 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1986Asset pricing and the bid-ask spread 1991Inferring Trade Direction from Intraday Data 1988A Theory of Intraday Patterns: Volume and Price Variability 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1987Price, trade size, and information in securities markets 1992The impact of institutional trading on stock prices

Cited by

2017Relationship of corporate social responsibility disclosure on information asymmetry and the cost of capital 2008Monitoring and limit order submission risks 2010Limit order revisions 2005The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq 2010The Impacts of State Ownership on Information Asymmetry: Evidence from an Emerging Market 2009Speed of convergence to market efficiency for NYSE-listed foreign stocks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999Symposium on Market Microstructure: A Review of Empirical Researcharticle · 50 shared references 199622 Modeling market microstructure time serieschapter · 33 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 32 shared references 2002The Microstructure of Stock Marketsarticle · 32 shared references 2005Market microstructure: A survey of microfoundations, empirical results, and policy implicationsarticle · 31 shared references 2012Market Liquidity -- Theory and Empirical Evidencereport · 31 shared references

Details

Year2003

Typechapter

Published2003-01-01

VenueHandbook of the economics of finance

ISSN-L1574-0102

Languageen

Citations92

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s1574-0102(03)01013-6

openalex_workW1551869559

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2016Determinants of tracking error in German ETFs – the role of market liquidity

2017Accounting for the Anomaly Zoo: A Trading Cost Perspective