Cover Image

Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book

Markus Bibinger, Christopher J. Neely and Lars Winkelmann
Year of publication:
January 2017
Authors: Bibinger, Markus ; Neely, Christopher J. ; Winkelmann, Lars
Publisher: St. Louis, MO : Federal Reserve Bank of St. Louis, Research Division
Subject: Börsenkurs | Share price | Volatilität | Volatility | Medienwirkung | Media effect | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | USA | United States | 2010-2015
freely available
Full text |
doi.org
Check Google Scholar
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011691484
Similar items by subject
Similar items by person