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person:"Hautsch, Nikolaus"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Securities trading
7
Wertpapierhandel
7
Börsenkurs
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Share price
4
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Hautsch, Nikolaus
Frino, Alex
24
O'Hara, Maureen
24
Van Ness, Robert A.
21
Chung, Kee H.
18
Van Ness, Bonnie F.
17
Garvey, Ryan
16
Metghalchi, Massoud
14
Subrahmanyam, Avanidhar
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Theissen, Erik
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Wu, Fei
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Cartea, Álvaro
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Easley, David
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Lepone, Andrew
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Marshall, Ben R.
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Gomber, Peter
12
Hung, Pi-Hsia
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Lien, Da-hsiang Donald
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Schiereck, Dirk
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Blau, Benjamin
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Hendershott, Terrence
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Jaimungal, Sebastian
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Kalev, Petko S.
11
Ibikunle, Gbenga
10
Ryu, Doojin
10
Sensoy, Ahmet
10
Comerton-Forde, Carole
9
McInish, Thomas H.
9
Menkveld, Albert J.
9
Aitken, Michael J.
8
Boehmer, Ekkehart
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Gregoriou, Andros
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Huu Nhan Duong
8
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8
Rhee, S. Ghon
8
Saar, Gideon
8
Schwartz, Robert A.
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Werner, Ingrid M.
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Abergel, Frédéric
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial economics
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Journal of financial markets
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Market microstructure and liquidity
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ECONIS (ZBW)
7
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1
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 378-403
Persistent link: https://www.econbiz.de/10012131565
Saved in:
2
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
3
Four essays on the econometric analysis of high-frequency order data
Huang, Ruihong
-
2012
Persistent link: https://www.econbiz.de/10009670513
Saved in:
4
The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009554343
Saved in:
5
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
6
Modelling the buy and sell intensity in a limit order book market
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Journal of financial markets
10
(
2007
)
3
,
pp. 249-286
Persistent link: https://www.econbiz.de/10003612991
Saved in:
7
Order aggressiveness and order book dynamics
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 973-1005
Persistent link: https://www.econbiz.de/10003233831
Saved in:
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