Market Microstructure and Liquidity
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Top-3 citing journals
SSRN Electronic Journal
(182 citations)
Quantitative Finance
(91 citations)
SIAM Journal on Financial Mathematics
(27 citations)
Top-3 organizations
Imperial College London
(12 publications)
CentraleSupélec
(8 publications)
Sorbonne University
(6 publications)
ETH Zurich
(1 publication)
Humboldt University of Berlin
(1 publication)
Imperial College London
(1 publication)
Top-3 countries
Most cited in 5 years
Top-100
Citing journals
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SSRN Electronic Journal
182 citations, 22.86%
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Quantitative Finance
91 citations, 11.43%
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SIAM Journal on Financial Mathematics
27 citations, 3.39%
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Mathematical Finance
25 citations, 3.14%
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Market Microstructure and Liquidity
21 citations, 2.64%
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Journal of Statistical Mechanics: Theory and Experiment
19 citations, 2.39%
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Physical Review E
12 citations, 1.51%
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European Journal of Finance
12 citations, 1.51%
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Applied Mathematical Finance
11 citations, 1.38%
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Mathematics and Financial Economics
11 citations, 1.38%
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Finance and Stochastics
10 citations, 1.26%
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Lecture Notes in Computer Science
8 citations, 1.01%
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Annals of Operations Research
8 citations, 1.01%
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Entropy
8 citations, 1.01%
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Journal of Economic Dynamics and Control
7 citations, 0.88%
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Physical Review Research
6 citations, 0.75%
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IEEE Transactions on Neural Networks and Learning Systems
5 citations, 0.63%
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Physical Review Letters
5 citations, 0.63%
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Annals of Applied Probability
5 citations, 0.63%
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Physica A: Statistical Mechanics and its Applications
5 citations, 0.63%
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Journal of Financial Econometrics
5 citations, 0.63%
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European Journal of Operational Research
4 citations, 0.5%
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Stochastic Processes and their Applications
4 citations, 0.5%
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International Journal of Theoretical and Applied Finance
4 citations, 0.5%
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Journal of Futures Markets
4 citations, 0.5%
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Finance Research Letters
4 citations, 0.5%
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European Physical Journal B
4 citations, 0.5%
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Handbook of Computational Economics
4 citations, 0.5%
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Statistics and Computing
4 citations, 0.5%
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Stochastic Systems
4 citations, 0.5%
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SIAM Journal on Control and Optimization
3 citations, 0.38%
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Methodology and Computing in Applied Probability
3 citations, 0.38%
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Operations Research
3 citations, 0.38%
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Journal of Applied Statistics
3 citations, 0.38%
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Statistical Inference for Stochastic Processes
3 citations, 0.38%
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Digital Finance
3 citations, 0.38%
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International Journal of Financial Engineering
3 citations, 0.38%
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Investment Management and Financial Innovations
2 citations, 0.25%
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Decisions in Economics and Finance
2 citations, 0.25%
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SIAM Journal on Applied Dynamical Systems
2 citations, 0.25%
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IFAC-PapersOnLine
2 citations, 0.25%
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Econometrics and Statistics
2 citations, 0.25%
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Annals of Statistics
2 citations, 0.25%
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Communications in Nonlinear Science and Numerical Simulation
2 citations, 0.25%
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Economic Modelling
2 citations, 0.25%
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Mathematics
2 citations, 0.25%
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Annals of the Institute of Statistical Mathematics
2 citations, 0.25%
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Management Science
2 citations, 0.25%
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Dynamic Games and Applications
2 citations, 0.25%
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Mathematical Programming
2 citations, 0.25%
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Algorithmic Finance
2 citations, 0.25%
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Lecture Notes in Mathematics
2 citations, 0.25%
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Journal of Banking and Financial Technology
2 citations, 0.25%
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Japanese Journal of Statistics and Data Science
2 citations, 0.25%
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Probability Uncertainty and Quantitative Risk
2 citations, 0.25%
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IEEE Journal on Selected Topics in Signal Processing
1 citation, 0.13%
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Journal of Econometrics
1 citation, 0.13%
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Journal of Financial Research
1 citation, 0.13%
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Emerging Markets Finance and Trade
1 citation, 0.13%
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Information Sciences
1 citation, 0.13%
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Mathematics of Operations Research
1 citation, 0.13%
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Investment Analysts Journal
1 citation, 0.13%
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Probability in the Engineering and Informational Sciences
1 citation, 0.13%
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Journal of Economic Theory
1 citation, 0.13%
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Journal of Industrial and Business Economics
1 citation, 0.13%
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Chinese Physics B
1 citation, 0.13%
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Journal of Computational and Applied Mathematics
1 citation, 0.13%
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Annual Review of Economics
1 citation, 0.13%
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Automatica
1 citation, 0.13%
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International Journal of Multiphase Flow
1 citation, 0.13%
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Optimization
1 citation, 0.13%
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North American Journal of Economics and Finance
1 citation, 0.13%
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Studies in Applied Philosophy, Epistemology and Rational Ethics
1 citation, 0.13%
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International Journal of Modern Physics B
1 citation, 0.13%
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International Journal of Forecasting
1 citation, 0.13%
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Journal of Supercomputing
1 citation, 0.13%
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ANZIAM Journal
1 citation, 0.13%
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Journal of International Money and Finance
1 citation, 0.13%
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Insurance: Mathematics and Economics
1 citation, 0.13%
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European Physical Journal Plus
1 citation, 0.13%
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Journal of International Financial Markets, Institutions and Money
1 citation, 0.13%
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Intelligent Systems Reference Library
1 citation, 0.13%
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International Review of Financial Analysis
1 citation, 0.13%
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New Economic Windows
1 citation, 0.13%
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Financial Innovation
1 citation, 0.13%
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Journal of Banking and Finance
1 citation, 0.13%
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Heliyon
1 citation, 0.13%
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Pacific Basin Finance Journal
1 citation, 0.13%
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Journal of Financial Stability
1 citation, 0.13%
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Macroeconomic Dynamics
1 citation, 0.13%
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Journal of Economic Behavior and Organization
1 citation, 0.13%
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Journal of Financial Economics
1 citation, 0.13%
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Quarterly Review of Economics and Finance
1 citation, 0.13%
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Games and Economic Behavior
1 citation, 0.13%
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Journal of Asian Economics
1 citation, 0.13%
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IEEE Access
1 citation, 0.13%
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The Journal of Finance and Data Science
1 citation, 0.13%
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Journal of Physics: Complexity
1 citation, 0.13%
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Quantum Economics and Finance
1 citation, 0.13%
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High Frequency
1 citation, 0.13%
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Citing publishers
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Social Science Electronic Publishing
173 citations, 21.73%
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Taylor & Francis
130 citations, 16.33%
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Springer Nature
100 citations, 12.56%
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Elsevier
89 citations, 11.18%
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Wiley
41 citations, 5.15%
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Society for Industrial and Applied Mathematics (SIAM)
34 citations, 4.27%
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World Scientific
30 citations, 3.77%
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Institute of Electrical and Electronics Engineers (IEEE)
25 citations, 3.14%
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American Physical Society (APS)
24 citations, 3.02%
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IOP Publishing
23 citations, 2.89%
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Association for Computing Machinery (ACM)
20 citations, 2.51%
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MDPI
14 citations, 1.76%
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Institute for Operations Research and the Management Sciences (INFORMS)
12 citations, 1.51%
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Cambridge University Press
9 citations, 1.13%
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Institute of Mathematical Statistics
9 citations, 1.13%
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Oxford University Press
7 citations, 0.88%
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IOS Press
2 citations, 0.25%
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Proceedings of the National Academy of Sciences (PNAS)
2 citations, 0.25%
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American Institute of Mathematical Sciences (AIMS)
2 citations, 0.25%
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LLC CPC Business Perspectives
2 citations, 0.25%
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Walter de Gruyter
1 citation, 0.13%
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SAGE
1 citation, 0.13%
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Public Library of Science (PLoS)
1 citation, 0.13%
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Cold Spring Harbor Laboratory
1 citation, 0.13%
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Hindawi Limited
1 citation, 0.13%
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Annual Reviews
1 citation, 0.13%
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School of Statistics, Renmin University of China
1 citation, 0.13%
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Japanese Neural Network Society
1 citation, 0.13%
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The Japanese Society for Artificial Intelligence
1 citation, 0.13%
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Publishing organizations
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2
4
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10
12
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Imperial College London
12 publications, 18.46%
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CentraleSupélec
8 publications, 12.31%
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Sorbonne University
6 publications, 9.23%
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Université Paris-Saclay
5 publications, 7.69%
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University of Oxford
4 publications, 6.15%
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Carnegie Mellon University
3 publications, 4.62%
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Scuola Normale Superiore
2 publications, 3.08%
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New York University
2 publications, 3.08%
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Paris Cité University
2 publications, 3.08%
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University of Michigan
2 publications, 3.08%
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University of Vienna
2 publications, 3.08%
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Université Paris Dauphine-PSL
2 publications, 3.08%
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University of Delhi
1 publication, 1.54%
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Vietnam National University Ho Chi Minh City
1 publication, 1.54%
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Guru Gobind Singh Indraprastha University
1 publication, 1.54%
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Humboldt University of Berlin
1 publication, 1.54%
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ETH Zurich
1 publication, 1.54%
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University of Bologna
1 publication, 1.54%
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University College London
1 publication, 1.54%
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University of Cambridge
1 publication, 1.54%
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University of Copenhagen
1 publication, 1.54%
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Aarhus University
1 publication, 1.54%
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Florida State University
1 publication, 1.54%
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Cornell University
1 publication, 1.54%
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University of Melbourne
1 publication, 1.54%
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Stanford University
1 publication, 1.54%
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Technical University of Berlin
1 publication, 1.54%
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University of California, Santa Barbara
1 publication, 1.54%
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University of Central Florida
1 publication, 1.54%
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Japan Science and Technology Agency
1 publication, 1.54%
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University of Waterloo
1 publication, 1.54%
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University of Minnesota
1 publication, 1.54%
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University of Duisburg-Essen
1 publication, 1.54%
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University of Mannheim
1 publication, 1.54%
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Université Paris-Est Créteil
1 publication, 1.54%
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Utah State University
1 publication, 1.54%
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Paris Sciences et Lettres
1 publication, 1.54%
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University of New Mexico
1 publication, 1.54%
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Oklahoma City University
1 publication, 1.54%
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| Show all (9 more) | |
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12
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Publishing organizations in 5 years
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1
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Humboldt University of Berlin
1 publication, 8.33%
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ETH Zurich
1 publication, 8.33%
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Imperial College London
1 publication, 8.33%
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Stanford University
1 publication, 8.33%
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New York University
1 publication, 8.33%
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University of Central Florida
1 publication, 8.33%
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University of Waterloo
1 publication, 8.33%
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University of Vienna
1 publication, 8.33%
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Université Paris-Est Créteil
1 publication, 8.33%
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Utah State University
1 publication, 8.33%
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CentraleSupélec
1 publication, 8.33%
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Université Paris-Saclay
1 publication, 8.33%
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1
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Publishing countries
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5
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25
30
35
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France
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France, 32, 49.23%
France
32 publications, 49.23%
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United Kingdom
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United Kingdom, 19, 29.23%
United Kingdom
19 publications, 29.23%
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USA
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USA, 15, 23.08%
USA
15 publications, 23.08%
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Germany
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Germany, 4, 6.15%
Germany
4 publications, 6.15%
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Austria
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Austria, 2, 3.08%
Austria
2 publications, 3.08%
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Vietnam
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Vietnam, 2, 3.08%
Vietnam
2 publications, 3.08%
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Denmark
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Denmark, 2, 3.08%
Denmark
2 publications, 3.08%
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Italy
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Italy, 2, 3.08%
Italy
2 publications, 3.08%
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Canada
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Canada, 2, 3.08%
Canada
2 publications, 3.08%
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New Caledonia
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New Caledonia, 2, 3.08%
New Caledonia
2 publications, 3.08%
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China
|
China, 1, 1.54%
China
1 publication, 1.54%
|
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Australia
|
Australia, 1, 1.54%
Australia
1 publication, 1.54%
|
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India
|
India, 1, 1.54%
India
1 publication, 1.54%
|
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Switzerland
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Switzerland, 1, 1.54%
Switzerland
1 publication, 1.54%
|
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Japan
|
Japan, 1, 1.54%
Japan
1 publication, 1.54%
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5
10
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25
30
35
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Publishing countries in 5 years
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1
2
3
4
5
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France
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France, 5, 41.67%
France
5 publications, 41.67%
|
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USA
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USA, 4, 33.33%
USA
4 publications, 33.33%
|
|
Canada
|
Canada, 2, 16.67%
Canada
2 publications, 16.67%
|
|
Germany
|
Germany, 1, 8.33%
Germany
1 publication, 8.33%
|
|
Austria
|
Austria, 1, 8.33%
Austria
1 publication, 8.33%
|
|
United Kingdom
|
United Kingdom, 1, 8.33%
United Kingdom
1 publication, 8.33%
|
|
Switzerland
|
Switzerland, 1, 8.33%
Switzerland
1 publication, 8.33%
|
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