//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Capital income"
~subject:"Handelsvolumen der Börse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Handelsvolumen der Börse
Market microstructure
54
Marktmikrostruktur
54
Theorie
20
Theory
20
Börsenkurs
17
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
9
Geld-Brief-Spanne
9
Time series analysis
9
Zeitreihenanalyse
9
Aktienmarkt
7
Kapitaleinkommen
7
Stock market
7
Asymmetric information
6
Asymmetrische Information
6
Trading volume
6
USA
6
United States
6
Bourse
5
Börse
5
Price discovery
5
Electronic trading
4
Elektronisches Handelssystem
4
ARCH model
3
ARCH-Modell
3
Analysis of variance
3
Ankündigungseffekt
3
Announcement effect
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Ting, Christopher
2
Anderson, Robert M.
1
Chen, Linda H.
1
Chiao, Chaoshin
1
Corsi, Fulvio
1
Eom, Kyong Shik
1
Ferreira Filipe, Sara
1
Gonçalves, Sílvia
1
Hahn, Sang Buhm
1
Hautsch, Nikolaus
1
Hounyo, Ulrich
1
Huang, Roger D.
1
Hung, Ken
1
Jiang, George J.
1
Kupfer, Alexander
1
Lee, Cheng F.
1
Meddahi, Nour
1
Mira, Antonietta
1
Park, Jong-ho
1
Peluso, Stefano
1
Schmidt, Markus G.
1
Snell, Andy
1
Spierdijk, Laura
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Tay, Anthony S. A.
1
Tonks, Ian
1
Tse, Yiu Kuen
1
Usami, Takashi
1
Warachka, Mitch
1
Xu, Danielle D.
1
Yao, Tong
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of banking & finance
17
Journal of econometrics
17
Journal of financial markets
15
International review of financial analysis
11
Finance research letters
8
Journal of financial economics
8
Journal of international financial markets, institutions & money
7
The European journal of finance
7
CFS working paper series
6
Quantitative finance
6
Economic modelling
5
Journal of economic dynamics & control
5
NES working paper series : working paper
5
Pacific-Basin finance journal
5
CEFIR and NES working papers
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of economics & finance : IREF
4
NBER Working Paper
4
NBER working paper series
4
SFB 649 discussion paper
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics
3
Bank- und Finanzwirtschaftliche Forschung: Diskussionsbeiträge des Lehrstuhls für Betriebswirtschaftslehre, insbesondere Finanzwirtschaft, Universität Bamberg
3
Emerging markets review
3
International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
Market microstructure and liquidity
3
Research in international business and finance
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper
3
Applied quantitative finance
2
Asia-Pacific journal of financial studies
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
In search of retail investors : the effect of retail investor attention on odd lot trades
Kupfer, Alexander
;
Schmidt, Markus G.
- In:
Journal of empirical finance
62
(
2021
),
pp. 315-326
Persistent link: https://www.econbiz.de/10012693439
Saved in:
2
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:
3
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:
4
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
5
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Saved in:
6
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
7
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Saved in:
8
Using high-frequency transaction data to estimate the probability of informed trading
Tay, Anthony S. A.
;
Ting, Christopher
;
Tse, Yiu Kuen
; …
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 288-311
Persistent link: https://www.econbiz.de/10003884192
Saved in:
9
A functional approach to the price impact of stock trades and the implied true price
Huang, Roger D.
;
Ting, Christopher
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003692958
Saved in:
10
An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura
- In:
Journal of empirical finance
11
(
2004
)
2
,
pp. 163-184
Persistent link: https://www.econbiz.de/10001880919
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->