Empirical studies of market microstructure

Keyphrases

• Market Microstructure 100%
• Trade Intensity 100%
• Co-movement 100%
• Industry Type 100%
• Traders 50%
• Stock Prices 50%
• Information Trading 50%
• Efficient Markets 50%
• Tick-by-tick Data 50%
• Market Trading 50%
• Price Dynamics 50%
• Activity Volumes 50%
• Trading Volume 50%
• Impact Dynamics 50%
• Sector-specific 50%
• Security Prices 50%
• Price Impact 50%
• Department Stores 50%
• Market Activity 50%
• New York Stock Exchange 50%
• Market Maker 50%

Economics, Econometrics and Finance

• Market Microstructure 100%
• Price 100%
• Industry 40%
• Securities Market 20%
• Stock Price 20%
• Stock Exchange 20%
• Trading Volume 20%
• Department Store 20%