Class information for:
Level 1: MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
452 3424 31.6 59%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
144 2             BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS 23368
452 1                   MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS 3424

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 MARKET MICROSTRUCTURE authKW 906195 5% 54% 187
2 BUSINESS, FINANCE WoSSC 843050 74% 4% 2519
3 JOURNAL OF FINANCIAL MARKETS journal 759941 5% 50% 170
4 LIQUIDITY authKW 757289 8% 32% 263
5 JOURNAL OF FUTURES MARKETS journal 692458 11% 21% 365
6 BID ASK SPREAD authKW 560798 3% 59% 107
7 PRICE DISCOVERY authKW 513658 3% 54% 106
8 ORDER FLOW authKW 445090 2% 81% 62
9 LIMIT ORDER BOOK authKW 439382 2% 79% 62
10 INFORMED TRADING authKW 346153 2% 63% 62

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 Business, Finance 843050 74% 4% 2519
2 Economics 98658 57% 1% 1967
3 Social Sciences, Mathematical Methods 5756 5% 0% 178
4 Business 1663 4% 0% 149
5 Mathematics, Interdisciplinary Applications 1191 5% 0% 160
6 International Relations 418 2% 0% 57
7 Management 293 2% 0% 84
8 Operations Research & Management Science 88 2% 0% 56
9 Statistics & Probability 70 2% 0% 57
10 Agricultural Economics & Policy 31 0% 0% 9

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 FINANCE 164322 12% 5% 402
2 FINANCE MANAGERIAL ECON 51945 0% 45% 13
3 BANKING FINANCE 35998 2% 6% 69
4 STUDY SECUR MARKETS 35665 0% 100% 4
5 MOE PL STAT 26749 0% 100% 3
6 ACCOUNTING FINANCE 24394 2% 4% 77
7 FINANCE DISCIPLINE 22000 0% 22% 11
8 BUSINESS 20770 9% 1% 319
9 JOHNSON MANAGEMENT 20642 1% 7% 33
10 PROJECT TEAM MATHFI ENPC INRIA UMLV 20060 0% 75% 3

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF FINANCIAL MARKETS 759941 5% 50% 170
2 JOURNAL OF FUTURES MARKETS 692458 11% 21% 365
3 JOURNAL OF FINANCE 227516 8% 9% 278
4 REVIEW OF FINANCIAL STUDIES 175368 5% 11% 177
5 JOURNAL OF FINANCIAL ECONOMICS 116062 5% 7% 176
6 JOURNAL OF BANKING & FINANCE 115801 7% 5% 239
7 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 101044 4% 9% 129
8 ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES 75710 2% 16% 54
9 PACIFIC-BASIN FINANCE JOURNAL 51499 1% 12% 49
10 JOURNAL OF EMPIRICAL FINANCE 49416 2% 10% 57

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 MARKET MICROSTRUCTURE 906195 5% 54% 187 Search MARKET+MICROSTRUCTURE Search MARKET+MICROSTRUCTURE
2 LIQUIDITY 757289 8% 32% 263 Search LIQUIDITY Search LIQUIDITY
3 BID ASK SPREAD 560798 3% 59% 107 Search BID+ASK+SPREAD Search BID+ASK+SPREAD
4 PRICE DISCOVERY 513658 3% 54% 106 Search PRICE+DISCOVERY Search PRICE+DISCOVERY
5 ORDER FLOW 445090 2% 81% 62 Search ORDER+FLOW Search ORDER+FLOW
6 LIMIT ORDER BOOK 439382 2% 79% 62 Search LIMIT+ORDER+BOOK Search LIMIT+ORDER+BOOK
7 INFORMED TRADING 346153 2% 63% 62 Search INFORMED+TRADING Search INFORMED+TRADING
8 PRICE IMPACT 226346 1% 54% 47 Search PRICE+IMPACT Search PRICE+IMPACT
9 MARKET QUALITY 226018 1% 69% 37 Search MARKET+QUALITY Search MARKET+QUALITY
10 INFORMATION SHARE 188344 1% 81% 26 Search INFORMATION+SHARE Search INFORMATION+SHARE

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref. in
cl.		 Shr. of ref. in
cl.		 Citations
1 BIAIS, B , GLOSTEN, L , SPATT, C , (2005) MARKET MICROSTRUCTURE: A SURVEY OF MICROFOUNDATIONS, EMPIRICAL RESULTS, AND POLICY IMPLICATIONS.JOURNAL OF FINANCIAL MARKETS. VOL. 8. ISSUE 2. P. 217-264 119 90% 71
2 KING, MR , OSLER, CL , RIME, D , (2013) THE MARKET MICROSTRUCTURE APPROACH TO FOREIGN EXCHANGE: LOOKING BACK AND LOOKING FORWARD.JOURNAL OF INTERNATIONAL MONEY AND FINANCE. VOL. 38. ISSUE . P. 95 -119 71 72% 10
3 RYU, D , (2015) THE INFORMATION CONTENT OF TRADES: AN ANALYSIS OF KOSPI 200 INDEX DERIVATIVES.JOURNAL OF FUTURES MARKETS. VOL. 35. ISSUE 3. P. 201 -221 46 98% 3
4 WEBB, RI , RYU, D , RYU, D , HAN, J , (2016) THE PRICE IMPACT OF FUTURES TRADES AND THEIR INTRADAY SEASONALITY.EMERGING MARKETS REVIEW. VOL. 26. ISSUE . P. 80 -98 55 79% 0
5 CHUNG, KH , PARK, S , RYU, D , (2016) TRADE DURATION, INFORMED TRADING, AND OPTION MONEYNESS.INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. VOL. 44. ISSUE . P. 395 -411 53 80% 0
6 FRANCIONI, R , HAZARIKA, S , RECK, M , SCHWARTZ, RA , (2008) EQUITY MARKET MICROSTRUCTURE: TAKING STOCK OF WHAT WE KNOW.JOURNAL OF PORTFOLIO MANAGEMENT. VOL. 35. ISSUE 1. P. 57 -+ 56 92% 0
7 COMERTON-FORDE, C , PUTNINS, TJ , (2015) DARK TRADING AND PRICE DISCOVERY.JOURNAL OF FINANCIAL ECONOMICS. VOL. 118. ISSUE 1. P. 70 -92 43 91% 5
8 STOLL, HR , (2000) FRICTION.JOURNAL OF FINANCE. VOL. 55. ISSUE 4. P. 1479-1514 51 94% 168
9 OBIZHAEVA, AA , WANG, J , (2013) OPTIMAL TRADING STRATEGY AND SUPPLY/DEMAND DYNAMICS.JOURNAL OF FINANCIAL MARKETS. VOL. 16. ISSUE 1. P. 1 -32 31 100% 48
10 ABAD, D , PASCUAL, R , (2015) THE FRICTION-FREE WEIGHTED PRICE CONTRIBUTION.INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. VOL. 37. ISSUE . P. 226 -239 39 95% 0

Classes with closest relation at Level 1


Rank Class id link
1 25671 SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST
2 32429 CLEARING MARGIN//FUTURES CLEARINGHOUSES//NEW ENGLAND ECONOMIC REVIEW
3 31821 FINANCIAL TRANSACTION TAX//TOBIN TAX//TRANSACTION TAX
4 13500 CROSS LISTING//HOME BIAS//INTERNATIONAL CROSS LISTING
5 18381 JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
6 1832 BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM
7 18688 INSIDER TRADING//SECURITIES REGULATION LAW JOURNAL//DIRECTORS DEALINGS
8 20287 DISPOSITION EFFECT//OVERCONFIDENCE//INDIVIDUAL INVESTORS
9 16650 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING
10 25306 FOREIGN EXCHANGE INTERVENTION//CENTRAL BANK INTERVENTION//BANK OF JAPAN

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