Market Microstructure and Nonlinear Dynamics
Latest Publications

TOTAL DOCUMENTS

11

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By Springer International Publishing

9783319052113, 9783319052120

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_3 ◽

2014 ◽

pp. 51-93

Author(s):

Moez Bennouri

Keyword(s):

Financial Markets ◽

Trading Mechanisms

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Pre-trade Transparency and the Information Content of the Limit Order Book

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_2 ◽

2014 ◽

pp. 25-50

Author(s):

Huu Nhan Duong ◽

Petko S. Kalev ◽

Yang Sun

Keyword(s):

Information Content ◽

Limit Order Book ◽

Order Book ◽

Limit Order

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Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_11 ◽

2014 ◽

pp. 293-308

Author(s):

Nejib Hachicha ◽

Wajdi Frikha

Keyword(s):

Exchange Rate ◽

Transaction Costs ◽

Real Exchange Rate ◽

Purchasing Power Parity ◽

Purchasing Power ◽

Power Parity ◽

Mena Region ◽

Nonlinear Modelling

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Shift-Volatility Transmission in East Asian Equity Markets: New Indicators

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_10 ◽

2014 ◽

pp. 273-291 ◽

Cited By ~ 2

Author(s):

Marcel Aloy ◽

Gilles De Truchis ◽

Gilles Dufrénot ◽

Benjamin Keddad

Keyword(s):

East Asian ◽

Equity Markets ◽

Volatility Transmission

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Finance and Growth Causality: Empirical Evidence for Emerging Europe

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_7 ◽

2014 ◽

pp. 189-203

Author(s):

Iuliana Matei

Keyword(s):

Empirical Evidence

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News Trader, Liquidity and Transaction Cost

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_4 ◽

2014 ◽

pp. 95-127 ◽

Cited By ~ 1

Author(s):

Timm Kruse ◽

Edward W. Sun

Keyword(s):

Transaction Cost

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Market Fragmentation and Market Quality: The European Experience

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_1 ◽

2014 ◽

pp. 1-24 ◽

Cited By ~ 3

Author(s):

Carole Gresse

Keyword(s):

Market Quality ◽

European Experience ◽

Market Fragmentation

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Individual Investors’ Trading Activities and Price Volatility

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_6 ◽

2014 ◽

pp. 155-188

Author(s):

Huu Nhan Duong ◽

Petko S. Kalev

Keyword(s):

Price Volatility ◽

Individual Investors ◽

Trading Activities

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What Moves Euro-Bund Futures Contracts on Eurex? Surprises!

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_5 ◽

2014 ◽

pp. 129-153

Author(s):

Franck Moraux ◽

Arnaud Richard

Keyword(s):

Futures Contracts

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Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone

Market Microstructure and Nonlinear Dynamics ◽

10.1007/978-3-319-05212-0_9 ◽

2014 ◽

pp. 235-271

Author(s):

Chaker Aloui ◽

Abdelaziz Krim

Keyword(s):

Stock Market ◽

Stress Index ◽

Euro Zone

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