//--> //--> //--> //-->
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:"The journal of business : B"
~isPartOf:"Quantitative finance"
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:"Geld-Briefkurs-Spanne"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Bid-ask spread
13
Geld-Brief-Spanne
13
Theorie
10
Theory
10
Börsenkurs
8
Securities trading
8
Share price
8
Wertpapierhandel
8
Market microstructure
6
Marktmikrostruktur
6
Handelsvolumen der Börse
4
Trading volume
4
Volatility
4
Volatilität
4
Bourse
3
Börse
3
Limit order book
3
Aktienmarkt
2
Estimation
2
Financial market
2
Finanzmarkt
2
Hawkes processes
2
High-frequency data
2
Liquidity
2
Liquidität
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
USA
2
United States
2
1989-1992
1
Adverse Selektion
1
Adverse selection
1
Anlageverhalten
1
Asymmetric information
1
Asymmetrische Information
1
Behavioural finance
1
Burst
1
Calibration
1
more ...
less ...
Online availability
All
Undetermined
8
Free
1
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
Abergel, Frédéric
1
Bouchaud, Jean-Philippe
1
Brooks, Raymond M.
1
Bucci, Frederic
1
Dow, James
1
Echenim, Mnacho
1
Eisler, Zoltan
1
Gençay, Ramazan
1
Gobet, Emmanuel
1
Isaac, Alan Glen
1
Isaenko, Sergei
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Lehalle, Charles-Albert
1
Li, Jinliang
1
Lillo, Fabrizio
1
Lim, Dong-Young
1
Lu, Xiaofei
1
Mahmoodzadeh, S.
1
Mastromatteo, Iacopo
1
Maurice, Anne-Claire
1
Morariu-Patrichi, Maxime
1
Pakkanen, Mikko S.
1
Patel, Ajay
1
Ramaswamy, Vasudeva
1
Rhodes-Kropf, Matthew
1
Rojček, Jakub
1
Su, Tie
1
Toke, Ioane Muni
1
Tseng, M. C.
1
Wu, Chunchi
1
Yoshida, Nakahiro
1
more ...
less ...
Published in...
All
The journal of business : B
Quantitative finance
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
34
Finance research letters
33
Journal of financial economics
31
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
26
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
20
Pacific-Basin finance journal
20
International review of economics & finance : IREF
17
The European journal of finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
The financial review : the official publication of the Eastern Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
14
International journal of theoretical and applied finance
12
Research in international business and finance
12
Applied economics letters
11
European financial management : the journal of the European Financial Management Association
11
Market microstructure and liquidity
11
Applied economics
10
Global finance journal
10
NBER Working Paper
10
International journal of economics and finance
9
Journal of economic dynamics & control
9
Journal of financial intermediation
9
Working paper
9
CFS working paper series
8
Economic modelling
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
Emerging markets review
7
Journal of international money and finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
2
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
3
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
4
Analyzing order flows in limit order books with ratios of Cox-type intensities
Toke, Ioane Muni
;
Yoshida, Nakahiro
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 81-98
Persistent link: https://www.econbiz.de/10012194856
Saved in:
5
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
6
Learning multi-market microstructure from order book data
Ju, Geonhwan
;
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
Saved in:
7
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
8
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
9
Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations
Isaenko, Sergei
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2051-2065
Persistent link: https://www.econbiz.de/10012262965
Saved in:
10
Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->