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~subject:"Informationsökonomik"
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Informationsökonomik
Estimation
7
Market microstructure
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Börsenkurs
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Share price
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Marktmikrostruktur
5
Schweden
5
Schätzung
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Sweden
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Duration analysis
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Finance
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Statistische Bestandsanalyse
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Economics of information
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Time series analysis
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Zeitreihenanalyse
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ACD
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ARCH model
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ARCH-Modell
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Granger causality
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INAR
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Maximum likelihood
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Multivariate
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News
2
market microstructure
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transaction data
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2002
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Ankündigungseffekt
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Announcement effect
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Capital income
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Dauer
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Duration
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EM-algorithm
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Estimation theory
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Forest economics
1
Forest policy
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Forstpolitik
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Forstökonomie
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Grouped data
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Intraday
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Kapitaleinkommen
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English
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Simonsen, Ola
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Hellström, Jörgen
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Umeå economic studies
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ECONIS (ZBW)
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Does the open limit order book reveal information about short-run stock price movements?
Hellström, Jörgen
(
contributor
);
Simonsen, Ola
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003358982
Saved in:
2
The impact of news releases on trade durations in stocks : empirical evidence from Sweden
Simonsen, Ola
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003358991
Saved in:
3
Stock data, trade durations, and limit order book information
Simonsen, Ola
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003358994
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