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person:"Dupont, Dominique Y."
~person:"Kyle, Albert S."
~person:"Wohl, Avi"
~subject:"Handelsvolumen der Börse"
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Search: subject_exact:"Bid-ask spread"
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Handelsvolumen der Börse
Bid-ask spread
29
Geld-Brief-Spanne
29
Market microstructure
19
Marktmikrostruktur
19
Theorie
17
Theory
15
Volatility
13
Volatilität
13
Transaction costs
10
Transaktionskosten
10
Börsenkurs
9
Liquidity
9
Wertpapierhandel
9
liquidity
9
Aktienmarkt
8
Financial market
8
Finanzmarkt
8
Share price
8
Stock market
8
Liquidität
7
Securities trading
7
Trading volume
7
Asymmetrische Information
6
invariance
6
Asymmetric information
5
Efficient market hypothesis
5
Effizienzmarkthypothese
5
bid-ask spread
5
market microstructure
5
Aktienrückkauf
4
Betriebliche Liquidität
4
Betriebsgröße
4
Electronic trading
4
Elektronisches Handelssystem
4
USA
4
Bid-Ask Spread
3
Bourse
3
Börse
3
Corporate bond
3
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4
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Book / Working Paper
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Article
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Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
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Aufsatz in Zeitschrift
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English
7
Author
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Dupont, Dominique Y.
Kyle, Albert S.
Wohl, Avi
Theissen, Erik
8
Lagos, Ricardo
6
Fleming, Michael J.
5
Obižaeva, Anna
5
Rocheteau, Guillaume
5
Yamada, Masahiro
5
Chung, Kee H.
4
Easley, David
4
Freihube, Thorsten
4
O'Hara, Maureen
4
Ryu, Doojin
4
Verousis, Thanos
4
Abudy, Menachem
3
Anderson, Hamish D.
3
Biais, Bruno
3
Brooks, Raymond M.
3
Chakravarty, Sugato
3
Chordia, Tarun
3
Declerck, Fany
3
Foucault, Thierry
3
Frino, Alex
3
Kozhan, Roman
3
Köksal, Bülent
3
Lepone, Andrew
3
Marshall, Ben R.
3
Moinas, Sophie
3
Norden, Lars L.
3
Pham, Thu Phuong
3
Sarkar, Asani
3
Subrahmanyam, Avanidhar
3
Tham, Wing Wah
3
Upper, Christian
3
Westerholm, P. Joakim
3
Wu, Chunchi
3
Ahn, Hee-joon
2
Alkebäck, Per
2
Ap Gwilym, Owain
2
Barclay, Michael J.
2
Bellalah, Mondher
2
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NES working paper series : working paper
3
Discussion paper / The Maurice Falk Institute for Economic Research in Israel
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial markets
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
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1
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
2
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
3
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
4
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
5
Corporate bond trading on a limit order book exchange
Abudy, Menachem
;
Wohl, Avi
-
2016
Persistent link: https://www.econbiz.de/10011621386
Saved in:
6
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
7
Corporate bond trading on a limit order book exchange
Abudy, Menachem
;
Wohl, Avi
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1413-1440
Persistent link: https://www.econbiz.de/10012005744
Saved in:
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