Class information for:
Level 1: JOURNAL OF FINANCIAL MARKETS//MARKET MICROSTRUCTURE//LIQUIDITY

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
551 3241 31.0 58%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
38 32239 BUSINESS, FINANCE//JOURNAL OF FINANCE//JOURNAL OF FINANCIAL ECONOMICS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 JOURNAL OF FINANCIAL MARKETS Journal 139 56% 5% 170
2 MARKET MICROSTRUCTURE Author keyword 114 50% 5% 166
3 LIQUIDITY Author keyword 78 28% 7% 236
4 JOURNAL OF FUTURES MARKETS Journal 76 20% 10% 334
5 INFORMED TRADING Author keyword 58 68% 2% 52
6 LIMIT ORDER BOOK Author keyword 58 68% 2% 52
7 ORDER FLOW Author keyword 58 68% 2% 51
8 PRICE DISCOVERY Author keyword 55 47% 3% 87
9 BID ASK SPREADS Author keyword 48 67% 1% 43
10 PRICE CLUSTERING Author keyword 35 89% 0% 16

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 MARKET MICROSTRUCTURE 114 50% 5% 166 Search MARKET+MICROSTRUCTURE Search MARKET+MICROSTRUCTURE
2 LIQUIDITY 78 28% 7% 236 Search LIQUIDITY Search LIQUIDITY
3 INFORMED TRADING 58 68% 2% 52 Search INFORMED+TRADING Search INFORMED+TRADING
4 LIMIT ORDER BOOK 58 68% 2% 52 Search LIMIT+ORDER+BOOK Search LIMIT+ORDER+BOOK
5 ORDER FLOW 58 68% 2% 51 Search ORDER+FLOW Search ORDER+FLOW
6 PRICE DISCOVERY 55 47% 3% 87 Search PRICE+DISCOVERY Search PRICE+DISCOVERY
7 BID ASK SPREADS 48 67% 1% 43 Search BID+ASK+SPREADS Search BID+ASK+SPREADS
8 PRICE CLUSTERING 35 89% 0% 16 Search PRICE+CLUSTERING Search PRICE+CLUSTERING
9 STEALTH TRADING 34 93% 0% 13 Search STEALTH+TRADING Search STEALTH+TRADING
10 ORDER IMBALANCE 32 80% 1% 20 Search ORDER+IMBALANCE Search ORDER+IMBALANCE

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 BID ASK SPREAD 381 65% 11% 361
2 NASDAQ 247 82% 4% 143
3 NYSE 210 79% 4% 135
4 EXECUTION COSTS 182 82% 3% 107
5 LIQUIDITY 140 23% 16% 534
6 SECURITIES MARKETS 128 61% 4% 137
7 INFORMED TRADERS 114 80% 2% 70
8 DEALER 108 87% 2% 53
9 ORDER FLOW 104 72% 3% 82
10 ODD 8TH QUOTES 93 79% 2% 60

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 JOURNAL OF FINANCIAL MARKETS 139 56% 5% 170
2 JOURNAL OF FUTURES MARKETS 76 20% 10% 334
3 REVIEW OF FINANCIAL STUDIES 23 12% 6% 179
4 JOURNAL OF FINANCIAL INTERMEDIATION 8 13% 2% 54
5 ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES 7 15% 1% 45
6 PACIFIC-BASIN FINANCE JOURNAL 6 14% 1% 42
7 JOURNAL OF EMPIRICAL FINANCE 5 10% 2% 49
8 INTERNATIONAL REVIEW OF FINANCE 1 11% 0% 10

Reviews


Title Publ. year Cit. Active references % act. ref.
to same field
Market microstructure: A survey of microfoundations, empirical results, and policy implications 2005 57 132 90%
Macro lessons from microstructure 2006 15 67 34%
A new approach to the regulation of trading across securities markets 1996 16 26 65%
A proposal for solving the "payment for order flow" problem 2001 1 30 63%
MARKET MANIPULATION AND CORPORATE-FINANCE - A NEW PERSPECTIVE 1993 1 2 100%
Truth and financial economics: A review and assessment 2015 0 65 28%
THE INFORMATIONAL ROLE OF PRICES - A REVIEW ESSAY 1991 19 32 53%
FUTURES BIBLIOGRAPHY 1988 0 1 100%
PRICE FORMATION IN DEALER MARKETS - A SYNTHESIS OF RECENT LITERATURE 1990 0 24 63%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 FINANCE MANAGERIAL ECON 8 45% 0.4% 13
2 STUDY SECUR MARKETS 6 100% 0.1% 4
3 FINANCE DISCIPLINE 5 30% 0.4% 13
4 PROJECT TEAM MATHFI ENPC INRIA UMLV 4 75% 0.1% 3
5 DISCIPLINE FINANCE 3 23% 0.4% 12
6 RCFMRP 3 60% 0.1% 3
7 BRANDEIS INT BUSINESS 2 67% 0.1% 2
8 CHINA SOCIAL COMP ANALYT 2 31% 0.2% 5
9 INT FINANCIAL STUDIES 2 36% 0.1% 4
10 FINANCE DECIS SCI 2 12% 0.4% 14

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000217735 MAGNET EFFECT//PRICE LIMITS//DAILY PRICE LIMITS
2 0.0000186818 INSIDER TRADING//INSIDER TRADES//DIRECTORS DEALINGS
3 0.0000171832 CROSS LISTING//CROSS LISTINGS//STOCK PRICE SYNCHRONICITY
4 0.0000153701 SELL IN MAY//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
5 0.0000111116 TRANSACTION TAX//TOBIN TAX//FINANCIAL TRANSACTION TAX
6 0.0000106866 DISPOSITION EFFECT//HOME BIAS//INDIVIDUAL INVESTORS
7 0.0000106356 VALUE PREMIUM//JOURNAL OF PORTFOLIO MANAGEMENT//CROSS SECTION OF STOCK RETURNS
8 0.0000091126 HERDING//INFORMATIONAL CASCADES//STRATEGIC EXPERIMENTATION
9 0.0000080861 JOURNAL OF FUTURES MARKETS//THEORY OF STORAGE//FUTURES MARKETS
10 0.0000078244 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE