What a difference a day makes : on the common market microstructure of trading days
Year of publication: |
1998
|
---|---|
Authors: | Gerhard, Frank ; Hess, Dieter ; Pohlmeier, Winfried |
Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Marktmikrostruktur | Market microstructure | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Deutschland | Germany |
Description of contents: | Table of Contents [gbv.de] |
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What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank, (1998)
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Tail wags dog? : time-varying information shares in the Bund market
Upper, Christian, (2002)
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Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank, (2000)
- More ...
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What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank, (1998)
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What a Difference a Day Makes: On the Common Market Microstructure of Trading Days
Gerhard, Frank, (1999)
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What a Difference a Day Makes: On the Common Market Microstructure of Trading Days
Gerhard, Frank, (1998)
- More ...