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person:"Otsubo, Yoichi"
~person:"Large, Jeremy"
~person:"Obižaeva, Anna"
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Search: subject_exact:"Market microstructure"
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Market microstructure
30
Marktmikrostruktur
28
Bid-ask spread
15
Geld-Brief-Spanne
14
market microstructure
14
Börsenkurs
12
Share price
12
Theorie
11
Theory
11
Securities trading
10
Volatility
10
Volatilität
10
Wertpapierhandel
10
bid-ask spread
9
Handelsvolumen der Börse
8
Trading volume
8
invariance
8
Aktienmarkt
7
Liquidity
7
Stock market
7
Transaction costs
7
liquidity
7
Financial market
6
Finanzmarkt
6
Transaktionskosten
6
Estimation theory
5
Liquidität
5
Schätztheorie
5
market impact
5
volatility
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Market Microstructure
3
limit order book
3
trans-action costs
3
Anlageverhalten
2
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
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Carbon
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Free
21
Undetermined
9
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Book / Working Paper
27
Article
13
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Working Paper
17
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Article in journal
11
Aufsatz in Zeitschrift
11
Language
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English
32
Undetermined
8
Author
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Otsubo, Yoichi
Large, Jeremy
Obižaeva, Anna
Rime, Dagfinn
48
Theissen, Erik
42
Hautsch, Nikolaus
41
Kyle, Albert S.
35
Reitz, Stefan
35
Menkhoff, Lukas
31
O'Hara, Maureen
31
Taylor, Mark P.
30
Mykland, Per A.
27
Grammig, Joachim
26
Evans, Martin D. D.
21
Obizhaeva, Anna A.
21
Foucault, Thierry
20
Menkveld, Albert J.
20
Easley, David
19
Biais, Bruno
18
Frino, Alex
18
Horst, Ulrich
18
Nolte, Ingmar
18
Bollerslev, Tim
17
Lyons, Richard K.
17
Næs, Randi
17
Zhang, Lan
17
Cont, Rama
16
Diebold, Francis X.
16
Osler, Carol
16
Linton, Oliver
15
Lux, Thomas
15
Podolskij, Mark
15
Schwartz, Robert A.
15
Skjeltorp, Johannes A.
15
Fleming, Michael J.
14
Li, Yingying
14
Lillo, Fabrizio
14
Loretan, Mico
14
Pascual, Roberto
14
Rindi, Barbara
14
Ait-Sahalia, Yacine
13
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Institution
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Department of Economics, Oxford University
4
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
2
Economics Group, Nuffield College, University of Oxford
2
Department of Economics, Rutgers University-New Brunswick
1
Nuffield College
1
Oxford Financial Research Centre
1
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NES working paper series : working paper
9
Economics Series Working Papers / Department of Economics, Oxford University
4
Economics discussion papers
3
CREA Discussion Paper Series
2
Economics Papers / Economics Group, Nuffield College, University of Oxford
2
Journal of financial markets
2
Oxford Financial Research Centre economics series
2
Applied economics letters
1
Department of Economics discussion paper series / University of Oxford
1
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and economics discussion series
1
Journal of Banking & Finance
1
Journal of Empirical Finance
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of economic studies
1
Working Paper
1
Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
28
RePEc
11
EconStor
1
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1
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
2
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494212
Saved in:
3
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:
4
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:
5
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
6
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
7
Large bets and stock market crashes
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
Saved in:
8
Beliefs aggregation and return predictability
Kyle, Albert S.
;
Obižaeva, Anna
;
Wang, Yajun
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 427-486
Persistent link: https://www.econbiz.de/10014311365
Saved in:
9
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
10
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
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