Market Microstructure and Liquidity

World Scientific
World Scientific
ISSN: 23826266, 24248037

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Years of issue
2024-2025
journal names
Market Microstructure and Liquidity
Publications
67
Citations
873
h-index
12
Publications
14
Citations
518
Top-3 citing journals
Top-3 organizations
Imperial College London
Imperial College London (12 publications)
CentraleSupélec
CentraleSupélec (8 publications)
Sorbonne University
Sorbonne University (6 publications)
Imperial College London
Imperial College London (1 publication)
Utah State University
Utah State University (1 publication)
Top-3 countries
France (32 publications)
United Kingdom (19 publications)
USA (15 publications)
France (3 publications)
USA (2 publications)
United Kingdom (1 publication)

Most cited in 5 years

Found 
Found 

Top-100

Citing journals

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200
SSRN Electronic Journal
182 citations, 20.85%
Quantitative Finance
103 citations, 11.8%
Market Microstructure and Liquidity
33 citations, 3.78%
SIAM Journal on Financial Mathematics
31 citations, 3.55%
Mathematical Finance
30 citations, 3.44%
Journal of Statistical Mechanics: Theory and Experiment
17 citations, 1.95%
Applied Mathematical Finance
15 citations, 1.72%
Physical Review E
12 citations, 1.37%
European Journal of Finance
12 citations, 1.37%
Physica A: Statistical Mechanics and its Applications
11 citations, 1.26%
Mathematics and Financial Economics
11 citations, 1.26%
Finance and Stochastics
10 citations, 1.15%
Lecture Notes in Computer Science
9 citations, 1.03%
Entropy
9 citations, 1.03%
Annals of Operations Research
8 citations, 0.92%
Journal of Economic Dynamics and Control
7 citations, 0.8%
Operations Research
6 citations, 0.69%
Physical Review Research
6 citations, 0.69%
IEEE Transactions on Neural Networks and Learning Systems
5 citations, 0.57%
Stochastic Processes and their Applications
5 citations, 0.57%
Physical Review Letters
5 citations, 0.57%
Mathematics
5 citations, 0.57%
Annals of Applied Probability
5 citations, 0.57%
Journal of Financial Econometrics
5 citations, 0.57%
International Journal of Financial Engineering
5 citations, 0.57%
European Journal of Operational Research
4 citations, 0.46%
Methodology and Computing in Applied Probability
4 citations, 0.46%
International Journal of Theoretical and Applied Finance
4 citations, 0.46%
Journal of Futures Markets
4 citations, 0.46%
Finance Research Letters
4 citations, 0.46%
European Physical Journal B
4 citations, 0.46%
Handbook of Computational Economics
4 citations, 0.46%
Statistics and Computing
4 citations, 0.46%
Stochastic Systems
4 citations, 0.46%
SIAM Journal on Control and Optimization
3 citations, 0.34%
Journal of Applied Statistics
3 citations, 0.34%
Statistical Inference for Stochastic Processes
3 citations, 0.34%
Journal of Risk and Financial Management
3 citations, 0.34%
Digital Finance
3 citations, 0.34%
Investment Management and Financial Innovations
2 citations, 0.23%
Decisions in Economics and Finance
2 citations, 0.23%
SIAM Journal on Applied Dynamical Systems
2 citations, 0.23%
IFAC-PapersOnLine
2 citations, 0.23%
Annals of Statistics
2 citations, 0.23%
Communications in Nonlinear Science and Numerical Simulation
2 citations, 0.23%
Economic Modelling
2 citations, 0.23%
Annals of the Institute of Statistical Mathematics
2 citations, 0.23%
Management Science
2 citations, 0.23%
Dynamic Games and Applications
2 citations, 0.23%
Mathematical Programming
2 citations, 0.23%
Algorithmic Finance
2 citations, 0.23%
Lecture Notes in Mathematics
2 citations, 0.23%
Journal of Banking and Financial Technology
2 citations, 0.23%
Japanese Journal of Statistics and Data Science
2 citations, 0.23%
Probability Uncertainty and Quantitative Risk
2 citations, 0.23%
IEEE Journal on Selected Topics in Signal Processing
1 citation, 0.11%
Journal of Econometrics
1 citation, 0.11%
Journal of Financial Research
1 citation, 0.11%
Emerging Markets Finance and Trade
1 citation, 0.11%
Information Sciences
1 citation, 0.11%
Mathematics of Operations Research
1 citation, 0.11%
Journal of the Operational Research Society
1 citation, 0.11%
Investment Analysts Journal
1 citation, 0.11%
Probability in the Engineering and Informational Sciences
1 citation, 0.11%
Journal of Economic Theory
1 citation, 0.11%
Journal of Industrial and Business Economics
1 citation, 0.11%
Chinese Physics B
1 citation, 0.11%
Expert Systems with Applications
1 citation, 0.11%
Journal of Computational and Applied Mathematics
1 citation, 0.11%
Annual Review of Economics
1 citation, 0.11%
Automatica
1 citation, 0.11%
Borsa Istanbul Review
1 citation, 0.11%
International Journal of Multiphase Flow
1 citation, 0.11%
Optimization
1 citation, 0.11%
North American Journal of Economics and Finance
1 citation, 0.11%
International Economics
1 citation, 0.11%
Studies in Applied Philosophy, Epistemology and Rational Ethics
1 citation, 0.11%
Review of Economic Studies
1 citation, 0.11%
International Journal of Modern Physics B
1 citation, 0.11%
International Journal of Forecasting
1 citation, 0.11%
Journal of Supercomputing
1 citation, 0.11%
ANZIAM Journal
1 citation, 0.11%
Journal of International Money and Finance
1 citation, 0.11%
Insurance: Mathematics and Economics
1 citation, 0.11%
European Physical Journal Plus
1 citation, 0.11%
Journal of International Financial Markets, Institutions and Money
1 citation, 0.11%
Intelligent Systems Reference Library
1 citation, 0.11%
International Review of Financial Analysis
1 citation, 0.11%
New Economic Windows
1 citation, 0.11%
Financial Innovation
1 citation, 0.11%
Journal of Banking and Finance
1 citation, 0.11%
Heliyon
1 citation, 0.11%
Pacific Basin Finance Journal
1 citation, 0.11%
Computational Economics
1 citation, 0.11%
Journal of Financial Stability
1 citation, 0.11%
Acta Informatica Pragensia
1 citation, 0.11%
Macroeconomic Dynamics
1 citation, 0.11%
Journal of Economic Behavior and Organization
1 citation, 0.11%
Journal of Financial Economics
1 citation, 0.11%
Quarterly Review of Economics and Finance
1 citation, 0.11%
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180
200

Citing publishers

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40
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100
120
140
160
180
Social Science Electronic Publishing
171 citations, 19.59%
Taylor & Francis
147 citations, 16.84%
Elsevier
107 citations, 12.26%
Springer Nature
106 citations, 12.14%
Wiley
48 citations, 5.5%
World Scientific
44 citations, 5.04%
Society for Industrial and Applied Mathematics (SIAM)
38 citations, 4.35%
Institute of Electrical and Electronics Engineers (IEEE)
30 citations, 3.44%
Association for Computing Machinery (ACM)
28 citations, 3.21%
American Physical Society (APS)
24 citations, 2.75%
IOP Publishing
23 citations, 2.63%
MDPI
22 citations, 2.52%
Institute for Operations Research and the Management Sciences (INFORMS)
15 citations, 1.72%
Institute of Mathematical Statistics
11 citations, 1.26%
Cambridge University Press
9 citations, 1.03%
Oxford University Press
8 citations, 0.92%
American Institute of Mathematical Sciences (AIMS)
3 citations, 0.34%
SAGE
2 citations, 0.23%
Proceedings of the National Academy of Sciences (PNAS)
2 citations, 0.23%
LLC CPC Business Perspectives
2 citations, 0.23%
Bernoulli Society for Mathematical Statistics and Probability
2 citations, 0.23%
Walter de Gruyter
1 citation, 0.11%
IOS Press
1 citation, 0.11%
Public Library of Science (PLoS)
1 citation, 0.11%
Cold Spring Harbor Laboratory
1 citation, 0.11%
Hindawi Limited
1 citation, 0.11%
Annual Reviews
1 citation, 0.11%
School of Statistics, Renmin University of China
1 citation, 0.11%
Japanese Neural Network Society
1 citation, 0.11%
The Japanese Society for Artificial Intelligence
1 citation, 0.11%
Prague University of Economics and Business
1 citation, 0.11%
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100
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140
160
180

Publishing organizations

2
4
6
8
10
12
Imperial College London
12 publications, 17.91%
CentraleSupélec
8 publications, 11.94%
Sorbonne University
6 publications, 8.96%
Université Paris-Saclay
5 publications, 7.46%
University of Oxford
4 publications, 5.97%
Carnegie Mellon University
3 publications, 4.48%
Université Paris Dauphine-PSL
3 publications, 4.48%
Scuola Normale Superiore
2 publications, 2.99%
New York University
2 publications, 2.99%
Paris Cité University
2 publications, 2.99%
University of Michigan
2 publications, 2.99%
University of Vienna
2 publications, 2.99%
Paris Sciences et Lettres
2 publications, 2.99%
University of Corsica Pascal Paoli
2 publications, 2.99%
University of Delhi
1 publication, 1.49%
Vietnam National University Ho Chi Minh City
1 publication, 1.49%
Guru Gobind Singh Indraprastha University
1 publication, 1.49%
Humboldt University of Berlin
1 publication, 1.49%
ETH Zurich
1 publication, 1.49%
University of Bologna
1 publication, 1.49%
University College London
1 publication, 1.49%
University of Cambridge
1 publication, 1.49%
University of Copenhagen
1 publication, 1.49%
Aarhus University
1 publication, 1.49%
Florida State University
1 publication, 1.49%
Cornell University
1 publication, 1.49%
University of Melbourne
1 publication, 1.49%
Stanford University
1 publication, 1.49%
Technical University of Berlin
1 publication, 1.49%
University of California, Santa Barbara
1 publication, 1.49%
University of Central Florida
1 publication, 1.49%
Japan Science and Technology Agency
1 publication, 1.49%
University of Waterloo
1 publication, 1.49%
University of Minnesota
1 publication, 1.49%
University of Duisburg-Essen
1 publication, 1.49%
University of Mannheim
1 publication, 1.49%
Université Paris-Est Créteil
1 publication, 1.49%
Utah State University
1 publication, 1.49%
National Institute for Research in Digital Science and Technology
1 publication, 1.49%
University of New Mexico
1 publication, 1.49%
Paris 1 Panthéon-Sorbonne University
1 publication, 1.49%
Oklahoma City University
1 publication, 1.49%
Institut polytechnique de Paris
1 publication, 1.49%
State University of New York Polytechnic Institute
1 publication, 1.49%
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8
10
12

Publishing organizations in 5 years

1
Imperial College London
1 publication, 7.14%
University of Central Florida
1 publication, 7.14%
Utah State University
1 publication, 7.14%
CentraleSupélec
1 publication, 7.14%
Université Paris-Saclay
1 publication, 7.14%
Université Paris Dauphine-PSL
1 publication, 7.14%
Paris Sciences et Lettres
1 publication, 7.14%
University of Corsica Pascal Paoli
1 publication, 7.14%
1

Publishing countries

5
10
15
20
25
30
35
France, 32, 47.76%
France
32 publications, 47.76%
United Kingdom, 19, 28.36%
United Kingdom
19 publications, 28.36%
USA, 15, 22.39%
USA
15 publications, 22.39%
Germany, 4, 5.97%
Germany
4 publications, 5.97%
Austria, 2, 2.99%
Austria
2 publications, 2.99%
Vietnam, 2, 2.99%
Vietnam
2 publications, 2.99%
Denmark, 2, 2.99%
Denmark
2 publications, 2.99%
Italy, 2, 2.99%
Italy
2 publications, 2.99%
Canada, 2, 2.99%
Canada
2 publications, 2.99%
New Caledonia, 2, 2.99%
New Caledonia
2 publications, 2.99%
China, 1, 1.49%
China
1 publication, 1.49%
Australia, 1, 1.49%
Australia
1 publication, 1.49%
India, 1, 1.49%
India
1 publication, 1.49%
Switzerland, 1, 1.49%
Switzerland
1 publication, 1.49%
Japan, 1, 1.49%
Japan
1 publication, 1.49%
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10
15
20
25
30
35

Publishing countries in 5 years

1
2
3
France, 3, 21.43%
France
3 publications, 21.43%
USA, 2, 14.29%
USA
2 publications, 14.29%
United Kingdom, 1, 7.14%
United Kingdom
1 publication, 7.14%
Canada, 1, 7.14%
Canada
1 publication, 7.14%
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