Journal Report

Market Microstructure and Liquidity

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Journal Information
Journal Title
Market Microstructure and Liquidity
Publisher
World Scientific
ISSN
2382-6266
E-ISSN
2424-8037
Database
ABDC
Domain
Life Sciences, Physical Sciences, Social Sciences
Classification History
Year A+ A B C
2026 ✓
2025 ✓
2024 ✓
2023
2021/2022 ✓
2020 ✓
2019 ✓
2018
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Recent Articles
A Bayesian Viewpoint on the Price Formation Process
Joffrey Derchu
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500100
A Single Queue Reactive Hawkes Model for the Order Flow
Peng Wu, Marcello Rambaldi, Jean-François Muzy et al.
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500136
Optimal Incentives in a Limit Order Book: A SPDE Control Approach
Bastien Baldacci, Philippe Bergault
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500124
Author Index VOLUME 6 (2020)
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620990014
Adaptive Trading Strategies Across Liquidity Pools
Bastien Baldacci, Iuliia Manziuk
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500082
Evidence of Crowding on Russell 3000 Reconstitution Events
Alessandro Micheli, Eyal Neuman
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500094
Spot Arbitrage in FX Market and Algorithmic Trading: Speed is Not of the Essence
Soheil Mahmoodzadeh, Michael C. Tseng
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500112
LOB Modeling Using Hawkes Processes with a State-Dependent Factor
Emmanouil Sfendourakis, Ioane Muni Toke
2020-12 Vol. 06 Issue 01n04
DOI: 10.1142/s2382626620500148
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
Gökhan Cebiroğlu, Nikolaus Hautsch, Ulrich Horst
2019-12 Vol. 05 Issue 01n04
DOI: 10.1142/s2382626620500021
A Note on Almgren–Chriss Optimal Execution Problem with Geometric Brownian Motion
Bastien Baldacci, Jerome Benveniste
2019-12 Vol. 05 Issue 01n04
DOI: 10.1142/s2382626620500057
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Printed: November 8, 2026 12:46