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isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Börsenkurs"
~subject:"Capital income"
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Börsenkurs
Capital income
Market microstructure
54
Marktmikrostruktur
54
Theorie
20
Theory
20
Share price
17
Volatility
17
Volatilität
17
Estimation
13
Schätzung
13
Securities trading
11
Wertpapierhandel
11
Estimation theory
10
Noise Trading
10
Noise trading
10
Schätztheorie
10
Bid-ask spread
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Geld-Brief-Spanne
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Time series analysis
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Zeitreihenanalyse
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Aktienmarkt
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Kapitaleinkommen
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Stock market
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Asymmetric information
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Asymmetrische Information
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Handelsvolumen der Börse
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USA
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Price discovery
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Electronic trading
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Elektronisches Handelssystem
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ARCH model
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ARCH-Modell
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Piccotti, Louis R.
2
Shraiber, Bentsi
2
Aldrich, Eric M.
1
Anderson, Robert M.
1
Bu, Ruijun
1
Cenesizoglu, Tolga
1
Chen, Linda H.
1
Chiao, Chaoshin
1
Cont, Rama
1
Corsi, Fulvio
1
Dijk, Dick van
1
Dionne, Georges
1
Eom, Kyong Shik
1
Ferreira Filipe, Sara
1
Frijns, Bart
1
Gonçalves, Sílvia
1
Hahn, Sang Buhm
1
Hizmeri, Rodrigo
1
Hounyo, Ulrich
1
Hung, Ken
1
Ibikunle, Gbenga
1
Indriawan, Ivan
1
Izzeldin, Marwan
1
Jiang, George J.
1
Jong, Frank de
1
Kukanov, Arseniy
1
Lee, Cheng F.
1
Lee, Seung
1
Meddahi, Nour
1
Mira, Antonietta
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Murphy, Anthony
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Opschoor, Anne
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Otsubo, Yoichi
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Park, Jong-ho
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Pascual, Roberto
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Peluso, Stefano
1
Rühl, Tobias R.
1
Schotman, Peter C.
1
Stein, Michael
1
Stoikov, Sasha
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Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
29
Journal of econometrics
27
Journal of financial markets
24
Pacific-Basin finance journal
23
Journal of financial economics
21
Journal of banking & finance
19
Market microstructure and liquidity
19
International review of financial analysis
17
Finance research letters
13
CFS working paper series
11
Journal of international financial markets, institutions & money
11
The financial review : the official publication of the Eastern Finance Association
11
Journal of economic dynamics & control
10
The review of financial studies
10
Journal of risk and financial management : JRFM
9
Review of quantitative finance and accounting
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
International journal of theoretical and applied finance
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial and quantitative analysis : JFQA
8
NBER working paper series
8
Research in international business and finance
8
The European journal of finance
8
Working paper
8
Applied mathematical finance
7
International review of economics & finance : IREF
7
Research paper series / Swiss Finance Institute
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Asia-Pacific journal of financial studies
6
Economic modelling
6
NBER Working Paper
6
SFB 649 discussion paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics
5
CFS Working Paper
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Emerging markets review
5
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ECONIS (ZBW)
22
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1
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
2
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
3
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
4
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
5
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
6
Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga
- In:
Journal of empirical finance
49
(
2018
),
pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
Saved in:
7
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
8
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Saved in:
9
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
10
The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.
;
Stein, Michael
- In:
Journal of empirical finance
31
(
2015
),
pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
Saved in:
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