{"id":"https://openalex.org/W4393945291","doi":"https://doi.org/10.1016/j.ribaf.2024.102347","title":"Does market microstructure affect time-varying efficiency? Evidence from emerging markets","display_name":"Does market microstructure affect time-varying efficiency? Evidence from emerging markets","publication_year":2024,"publication_date":"2024-04-04","ids":{"openalex":"https://openalex.org/W4393945291","doi":"https://doi.org/10.1016/j.ribaf.2024.102347"},"language":"en","primary_location":{"id":"doi:10.1016/j.ribaf.2024.102347","doi":"https://doi.org/10.1016/j.ribaf.2024.102347","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.ribaf.2024.102347","pdf_url":null,"source":{"id":"https://openalex.org/S8133038","display_name":"Research in International Business and Finance","issn_l":"0275-5319","issn":["0275-5319","1878-3384"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Research in International Business and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087697546","display_name":"Bahrawar Said","orcid":"https://orcid.org/0000-0002-2124-6056","observed_orcids":["https://orcid.org/0000-0002-2124-6056"]},"institutions":[{"id":"https://openalex.org/I170201317","display_name":"University of Pittsburgh","ror":"https://ror.org/01an3r305","country_code":"US","type":"education","lineage":["https://openalex.org/I170201317"]},{"id":"https://openalex.org/I192891849","display_name":"University of Wah","ror":"https://ror.org/020we4134","country_code":"PK","type":"education","lineage":["https://openalex.org/I192891849"]}],"countries":["PK","US"],"is_corresponding":true,"raw_author_name":"Bahrawar Said","raw_affiliation_strings":["J. M. Katz Graduate School of Business University of Pittsburgh, PA, USA","J. M. Katz Graduate School of Business University of Pittsburgh, PA, USA, and Department of Management Sciences, University of Wah, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"J. M. Katz Graduate School of Business University of Pittsburgh, PA, USA","institution_ids":["https://openalex.org/I170201317"]},{"raw_affiliation_string":"J. M. Katz Graduate School of Business University of Pittsburgh, PA, USA, and Department of Management Sciences, University of Wah, Pakistan","institution_ids":["https://openalex.org/I170201317","https://openalex.org/I192891849"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019956850","display_name":"Muhammad Wajid Raza","orcid":"https://orcid.org/0000-0002-8127-9028","observed_orcids":["https://orcid.org/0000-0002-8127-9028","https://orcid.org/0000-0002-2977-1293"]},"institutions":[{"id":"https://openalex.org/I4405263273","display_name":"Shaheed Benazir Bhutto University, Sheringal","ror":"https://ror.org/04jnrse34","country_code":"PK","type":"education","lineage":["https://openalex.org/I4405263273"]}],"countries":["PK"],"is_corresponding":true,"raw_author_name":"Muhammad Wajid Raza","raw_affiliation_strings":["Department of Management Sciences, Shaheed Benazir Bhutto University, Sheringal, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Sciences, Shaheed Benazir Bhutto University, Sheringal, Pakistan","institution_ids":["https://openalex.org/I4405263273"]}]},{"author_position":"last","author":{"id":null,"display_name":"Ahmed Elshahat","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I170201317","display_name":"University of Pittsburgh","ror":"https://ror.org/01an3r305","country_code":"US","type":"education","lineage":["https://openalex.org/I170201317"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Ahmed Elshahat","raw_affiliation_strings":["Katz Graduate School of Business University of Pittsburgh, PA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Katz Graduate School of Business University of Pittsburgh, PA, USA","institution_ids":["https://openalex.org/I170201317"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5019956850","https://openalex.org/A5087697546"],"corresponding_institution_ids":["https://openalex.org/I170201317","https://openalex.org/I192891849","https://openalex.org/I4405263273"],"apc_list":{"value":3370,"currency":"USD","value_usd":3370},"apc_paid":null,"fwci":6.0241,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.96203186,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":100},"biblio":{"volume":"70","issue":null,"first_page":"102347","last_page":"102347"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10019","display_name":"Corporate Finance and Governance","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-microstructure","display_name":"market microstructure","score":0.972000002861023},{"id":"https://openalex.org/keywords/emerging-markets","display_name":"emerging markets","score":0.7059999704360962},{"id":"https://openalex.org/keywords/liquidity","display_name":"liquidity","score":0.9300000071525574},{"id":"https://openalex.org/keywords/volatility","display_name":"volatility","score":0.8479999899864197},{"id":"https://openalex.org/keywords/thin-trading","display_name":"thin trading","score":0.925000011920929},{"id":"https://openalex.org/keywords/trade-costs","display_name":"trade costs","score":0.9620000123977661},{"id":"https://openalex.org/keywords/tick-size","display_name":"tick size","score":0.8870000243186951},{"id":"https://openalex.org/keywords/trading-automation","display_name":"trading automation","score":0.7519999742507935},{"id":"https://openalex.org/keywords/asset-allocation-strategies","display_name":"asset allocation strategies","score":0.5389999747276306}],"concepts":[{"id":"https://openalex.org/C2776035688","wikidata":"https://www.wikidata.org/wiki/Q1606558","display_name":"Affect (linguistics)","level":2,"score":0.8432917594909668},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.523246705532074},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.4771951138973236},{"id":"https://openalex.org/C121087249","wikidata":"https://www.wikidata.org/wiki/Q546395","display_name":"Emerging markets","level":2,"score":0.4644339978694916},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4508098363876343},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.43358469009399414},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13840672373771667},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0924491286277771},{"id":"https://openalex.org/C46312422","wikidata":"https://www.wikidata.org/wiki/Q11024","display_name":"Communication","level":1,"score":0.0},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.ribaf.2024.102347","doi":"https://doi.org/10.1016/j.ribaf.2024.102347","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.ribaf.2024.102347","pdf_url":null,"source":{"id":"https://openalex.org/S8133038","display_name":"Research in International Business and Finance","issn_l":"0275-5319","issn":["0275-5319","1878-3384"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Research in International Business and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001405","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0275531924001405","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W29149611","https://openalex.org/W596183400","https://openalex.org/W1978311462","https://openalex.org/W2022220920","https://openalex.org/W2032135424","https://openalex.org/W2051204443","https://openalex.org/W2071140730","https://openalex.org/W2086796026","https://openalex.org/W2170433190","https://openalex.org/W2172160388","https://openalex.org/W2189550099","https://openalex.org/W2522194767","https://openalex.org/W2745426103","https://openalex.org/W2775956871","https://openalex.org/W2887679135","https://openalex.org/W2913890000","https://openalex.org/W2996922593","https://openalex.org/W3026117698","https://openalex.org/W3121183785","https://openalex.org/W3121349198","https://openalex.org/W3121403162","https://openalex.org/W3121767651","https://openalex.org/W3121816374","https://openalex.org/W3122170139","https://openalex.org/W3122171182","https://openalex.org/W3122551880","https://openalex.org/W3122824179","https://openalex.org/W3123598380","https://openalex.org/W3123610095","https://openalex.org/W3124147514","https://openalex.org/W3124643930","https://openalex.org/W3197132415","https://openalex.org/W4225163333","https://openalex.org/W4231546411","https://openalex.org/W4291270632","https://openalex.org/W4310346494","https://openalex.org/W4313410674","https://openalex.org/W6847237448","https://openalex.org/W7057353754"],"related_works":["https://openalex.org/W4327772009","https://openalex.org/W2189550099","https://openalex.org/W2146029534","https://openalex.org/W3122824179","https://openalex.org/W4321327838","https://openalex.org/W1583339004","https://openalex.org/W2098243058","https://openalex.org/W4410041741","https://openalex.org/W7048093986","https://openalex.org/W7134253688"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":11},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2024-04-05T00:00:00"}
